+113.6%
KEY vs EPAM
+163.7%
-50.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.2% | +3.1% |
| 7D | -0.4% | +9.1% | -9.4% | -3.1% |
| 30D | +7.2% | +38.5% | -31.3% | -1.8% |
| 3M | -4.9% | +61.0% | -65.9% | -16.4% |
| 6M | +1.1% | +58.0% | -57.0% | -12.2% |
| YTD | +6.8% | -23.5% | +30.3% | +10.4% |
| 1Y | +23.3% | -10.5% | +33.8% | +22.2% |
| 3Y | +126.1% | -33.8% | +159.9% | +133.0% |
| 5Y | +15.2% | -78.1% | +93.3% | +50.2% |
| 10Y | +113.6% | +157.7% | -44.1% | +8.1% |
| All | +113.6% | +163.7% | -50.1% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling