+12.9%
KEY vs EPAM
-77.2%
+90.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +20.6% | -23.4% | -6.2% |
| 7D | -2.5% | +23.0% | -25.5% | -6.3% |
| 30D | +4.1% | +51.6% | -47.5% | -3.8% |
| 3M | -8.4% | +50.8% | -59.2% | -15.6% |
| 6M | -2.3% | +51.1% | -53.4% | -10.7% |
| YTD | +4.6% | -19.1% | +23.7% | +6.6% |
| 1Y | +24.6% | +3.0% | +21.6% | +21.0% |
| 3Y | +112.8% | -31.2% | +143.9% | +116.5% |
| 5Y | +12.9% | -76.5% | +89.4% | +18.3% |
| All | +12.9% | -77.2% | +90.1% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling