-37.5%
KEEL vs EPAM
-81.8%
+44.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | +19.3% | -2.2% | +21.4% | +20.2% |
| 30D | +9.1% | +17.8% | -8.7% | +2.3% |
| 3M | -31.5% | +19.9% | -51.4% | -38.8% |
| 6M | +75.8% | -21.6% | +97.4% | +86.0% |
| YTD | +57.9% | -44.0% | +101.9% | +90.7% |
| 1Y | +133.3% | -30.5% | +163.8% | +152.1% |
| 3Y | +204.1% | -56.8% | +260.9% | +287.0% |
| 5Y | -37.5% | -81.7% | +44.2% | +40.2% |
| All | -37.5% | -81.8% | +44.2% | +40.2% |
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 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