+356.8%
KEY vs EPAM
+751.2%
-394.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.6% | +0.8% |
| 7D | +2.2% | +2.0% | +0.3% | +1.7% |
| 30D | -3.0% | +6.5% | -9.5% | -4.9% |
| 3M | +3.3% | +19.9% | -16.6% | -2.2% |
| 6M | +9.2% | -16.9% | +26.1% | +12.1% |
| YTD | +10.6% | -42.9% | +53.5% | +22.9% |
| 1Y | +20.4% | -30.4% | +50.8% | +27.0% |
| 3Y | +121.8% | -54.7% | +176.6% | +151.2% |
| 5Y | +41.1% | -81.8% | +122.9% | +80.4% |
| 10Y | +168.5% | +65.5% | +103.1% | +89.8% |
| All | +356.8% | +751.2% | -394.4% | +160.8% |
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