+75.0%
KEEL vs EPAM
-24.0%
+99.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.0% | +0.8% | +4.1% |
| 7D | +2.9% | +0.7% | +2.1% | +3.0% |
| 30D | +0.8% | +17.6% | -16.7% | +3.0% |
| 3M | -35.3% | +27.1% | -62.4% | -32.3% |
| 6M | +59.4% | -17.0% | +76.3% | +80.7% |
| YTD | +51.9% | -42.4% | +94.4% | +86.9% |
| 1Y | +75.0% | -25.3% | +100.3% | +134.7% |
| All | +75.0% | -24.0% | +99.0% | +134.7% |
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