+1,020.9%
KEYS vs EPAM
+63.0%
+957.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +2.9% | -2.2% | +5.1% | +3.5% |
| 30D | -1.3% | +17.8% | -19.1% | -5.8% |
| 3M | -0.1% | +19.9% | -20.0% | -7.0% |
| 6M | +17.4% | -21.6% | +39.0% | +22.4% |
| YTD | +62.9% | -44.0% | +106.9% | +85.3% |
| 1Y | +95.7% | -30.5% | +126.3% | +107.2% |
| 3Y | +150.2% | -56.8% | +207.0% | +194.1% |
| 5Y | +83.1% | -81.7% | +164.8% | +161.8% |
| 10Y | +1,020.9% | +68.4% | +952.5% | +456.9% |
| All | +1,020.9% | +63.0% | +957.9% | +456.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling