+80.3%
KEYS vs EPAM
-81.4%
+161.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +1.8% |
| 7D | +2.3% | +2.0% | +0.3% | +1.9% |
| 30D | -2.6% | +6.5% | -9.1% | -4.2% |
| 3M | -4.6% | +19.9% | -24.6% | -8.9% |
| 6M | +8.7% | -16.9% | +25.7% | +11.4% |
| YTD | +61.0% | -42.9% | +103.9% | +77.6% |
| 1Y | +96.0% | -30.4% | +126.4% | +105.8% |
| 3Y | +144.4% | -54.7% | +199.1% | +173.3% |
| All | +80.3% | -81.4% | +161.7% | +131.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling