-45.3%
KEEL vs EPAM
-15.2%
-30.1%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.5% | -4.2% |
| 7D | -13.6% | +0.8% | -14.4% | -13.3% |
| 30D | -39.1% | +24.9% | -64.1% | -36.3% |
| 3M | -48.9% | +22.6% | -71.5% | -46.5% |
| 6M | -35.4% | +24.2% | -59.6% | -27.0% |
| YTD | -10.6% | -33.0% | +22.3% | +13.2% |
| 1Y | -45.3% | -13.3% | -32.0% | -20.4% |
| All | -45.3% | -15.2% | -30.1% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling