+59.6%
KEYS vs EPAM
-15.2%
+74.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -6.4% |
| 7D | -14.8% | +0.8% | -15.6% | -14.6% |
| 30D | -25.6% | +24.9% | -50.5% | -22.5% |
| 3M | -16.2% | +22.6% | -38.8% | -12.6% |
| 6M | -18.6% | +24.2% | -42.8% | -11.0% |
| YTD | +40.7% | -33.0% | +73.6% | +58.1% |
| 1Y | +59.6% | -13.3% | +72.9% | +65.3% |
| All | +59.6% | -15.2% | +74.8% | +65.3% |
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 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