-55.2%
KEEL vs EPAM
+74.1%
-129.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.9% |
| 7D | -0.5% | +2.4% | -2.9% | +1.3% |
| 30D | -27.1% | +42.3% | -69.4% | -6.9% |
| 3M | -43.8% | +60.7% | -104.5% | -22.9% |
| 6M | -55.2% | +80.5% | -135.7% | -28.4% |
| All | -55.2% | +74.1% | -129.3% | -28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling