+94.2%
KEY vs EPAM
+157.4%
-63.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.7% |
| 7D | +2.9% | +2.4% | +0.5% | +2.3% |
| 30D | +8.4% | +42.3% | -33.9% | -1.4% |
| 3M | -5.8% | +60.7% | -66.4% | -17.1% |
| 6M | +5.4% | +80.5% | -75.0% | -11.4% |
| YTD | +7.1% | -20.4% | +27.4% | +9.6% |
| 1Y | +26.8% | -9.6% | +36.4% | +25.4% |
| 3Y | +128.7% | -30.5% | +159.2% | +132.8% |
| 5Y | +13.6% | -75.7% | +89.3% | +42.9% |
| All | +94.2% | +157.4% | -63.2% | -1.6% |
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 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