+205.7%
KEEL vs EPAM
-56.4%
+262.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -1.5% | +9.0% | +7.8% |
| 7D | +21.5% | -0.9% | +22.4% | +21.7% |
| 30D | -3.9% | +18.4% | -22.2% | -7.7% |
| 3M | -34.1% | +19.2% | -53.3% | -38.2% |
| 6M | +82.8% | -21.0% | +103.8% | +98.9% |
| YTD | +58.7% | -43.7% | +102.4% | +96.1% |
| 1Y | +191.4% | -29.9% | +221.3% | +222.7% |
| 3Y | +205.7% | -56.5% | +262.3% | +312.0% |
| All | +205.7% | -56.4% | +262.1% | +312.0% |
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