+66.1%
KEEL vs EPAM
-30.1%
+96.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.6% |
| 7D | -0.5% | +2.4% | -2.9% | -0.7% |
| 30D | -27.1% | +42.3% | -69.4% | -31.1% |
| 3M | -43.8% | +60.7% | -104.5% | -48.5% |
| 6M | -55.2% | +80.5% | -135.7% | -61.4% |
| YTD | -20.9% | -20.4% | -0.5% | -8.2% |
| 1Y | -28.5% | -9.6% | -18.9% | -21.5% |
| 3Y | +66.1% | -30.5% | +96.6% | +109.2% |
| All | +66.1% | -30.1% | +96.1% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling