+922.9%
KEYS vs EPAM
+274.3%
+648.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.8% | +6.6% |
| 7D | -3.3% | +9.1% | -12.4% | -6.5% |
| 30D | -24.5% | +38.5% | -63.0% | -31.7% |
| 3M | -15.3% | +61.0% | -76.2% | -26.9% |
| 6M | -19.8% | +58.0% | -77.8% | -32.3% |
| YTD | +42.2% | -23.5% | +65.7% | +45.9% |
| 1Y | +59.8% | -10.5% | +70.3% | +56.2% |
| 3Y | +137.0% | -33.8% | +170.9% | +143.2% |
| 5Y | +55.5% | -78.1% | +133.6% | +109.0% |
| 10Y | +755.4% | +157.7% | +597.7% | +323.5% |
| All | +922.9% | +274.3% | +648.6% | +381.9% |
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 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