+343.9%
KEY vs EPAM
+899.0%
-555.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | +1.7% | +0.8% | +0.8% | +1.4% |
| 30D | +6.8% | +24.9% | -18.1% | +1.3% |
| 3M | -5.8% | +22.6% | -28.4% | -10.8% |
| 6M | +1.4% | +24.2% | -22.8% | -5.3% |
| YTD | +7.5% | -33.0% | +40.5% | +14.7% |
| 1Y | +29.6% | -13.3% | +42.9% | +29.9% |
| 3Y | +118.8% | -42.9% | +161.7% | +134.1% |
| 5Y | +16.8% | -80.8% | +97.7% | +48.6% |
| 10Y | +133.0% | +122.5% | +10.5% | +54.6% |
| All | +343.9% | +899.0% | -555.1% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling