+99.5%
KEY vs EPAM
+165.6%
-66.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -0.5% | +18.5% | -19.0% | -5.2% |
| 30D | +6.7% | +44.0% | -37.3% | -3.2% |
| 3M | -4.6% | +63.0% | -67.6% | -16.4% |
| 6M | +2.6% | +67.3% | -64.7% | -12.1% |
| YTD | +7.0% | -20.5% | +27.5% | +9.5% |
| 1Y | +23.5% | -9.6% | +33.1% | +22.1% |
| 3Y | +126.4% | -30.8% | +157.2% | +130.7% |
| 5Y | +13.0% | -75.6% | +88.7% | +41.8% |
| 10Y | +99.5% | +159.6% | -60.1% | +2.4% |
| All | +99.5% | +165.6% | -66.1% | +2.4% |
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 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