+20.4%
KEY vs EPAM
-32.1%
+52.5%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.5% |
| 7D | +2.2% | +2.0% | +0.3% | +2.0% |
| 30D | -3.0% | +6.5% | -9.5% | -3.6% |
| 3M | +3.3% | +19.9% | -16.6% | +1.4% |
| 6M | +9.2% | -16.9% | +26.1% | +12.5% |
| YTD | +10.6% | -42.9% | +53.5% | +19.4% |
| 1Y | +20.4% | -30.4% | +50.8% | +19.0% |
| All | +20.4% | -32.1% | +52.5% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling