+283.4%
KEEL vs EPAM
-36.9%
+320.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.4% | +6.0% | +4.4% |
| 7D | +7.8% | +2.0% | +5.8% | +7.0% |
| 30D | -11.7% | +6.5% | -18.2% | -14.3% |
| 3M | -41.5% | +19.9% | -61.4% | -47.3% |
| 6M | +54.9% | -16.9% | +71.8% | +59.1% |
| YTD | +47.7% | -42.9% | +90.5% | +74.1% |
| 1Y | +177.6% | -30.4% | +208.0% | +198.2% |
| 3Y | +164.9% | -54.7% | +219.6% | +225.1% |
| 5Y | -45.9% | -81.8% | +35.9% | -10.4% |
| All | +283.4% | -36.9% | +320.3% | +477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling