+23.4%
KEY vs EPAM
-4.9%
+28.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.9% | +3.3% | -0.3% |
| 7D | -1.3% | +13.4% | -14.7% | -2.1% |
| 30D | +5.1% | +47.1% | -41.9% | +2.0% |
| 3M | -7.1% | +71.2% | -78.3% | -11.0% |
| 6M | -4.4% | +48.9% | -53.3% | -7.2% |
| YTD | +4.0% | -22.2% | +26.3% | +8.0% |
| 1Y | +23.4% | -5.2% | +28.6% | +14.0% |
| All | +23.4% | -4.9% | +28.3% | +14.0% |
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