-78.4%
KEEL vs EPAM
-75.7%
-2.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.5% |
| 7D | -0.5% | +2.4% | -2.9% | -1.3% |
| 30D | -27.1% | +42.3% | -69.4% | -37.1% |
| 3M | -43.8% | +60.7% | -104.5% | -54.1% |
| 6M | -55.2% | +80.5% | -135.7% | -66.7% |
| YTD | -20.9% | -20.4% | -0.5% | -18.5% |
| 1Y | -28.5% | -9.6% | -18.9% | -30.5% |
| 3Y | +66.1% | -30.5% | +96.6% | +70.3% |
| All | -78.4% | -75.7% | -2.7% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling