+294.5%
KEEL vs EPAM
-36.4%
+330.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +2.7% |
| 7D | +2.9% | +0.7% | +2.1% | +2.6% |
| 30D | +0.8% | +17.6% | -16.7% | -5.0% |
| 3M | -35.3% | +27.1% | -62.4% | -43.1% |
| 6M | +59.4% | -17.0% | +76.3% | +64.0% |
| YTD | +51.9% | -42.4% | +94.4% | +78.6% |
| 1Y | +75.0% | -25.3% | +100.3% | +83.0% |
| 3Y | +224.5% | -55.7% | +280.3% | +302.2% |
| 5Y | -35.9% | -81.2% | +45.3% | +5.0% |
| All | +294.5% | -36.4% | +330.9% | +492.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling