+96.0%
KEYS vs EPAM
-32.1%
+128.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.2% |
| 7D | +2.3% | +2.0% | +0.3% | +2.5% |
| 30D | -2.6% | +6.5% | -9.1% | -1.6% |
| 3M | -4.6% | +19.9% | -24.6% | -0.4% |
| 6M | +8.7% | -16.9% | +25.7% | +16.0% |
| YTD | +61.0% | -42.9% | +103.9% | +79.9% |
| 1Y | +96.0% | -30.4% | +126.4% | +101.2% |
| All | +96.0% | -32.1% | +128.1% | +101.2% |
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