+1,058.3%
KEYS vs EPAM
+179.3%
+878.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.1% |
| 7D | +2.3% | +2.0% | +0.3% | +1.7% |
| 30D | -2.6% | +6.5% | -9.1% | -5.0% |
| 3M | -4.6% | +19.9% | -24.6% | -11.2% |
| 6M | +8.7% | -16.9% | +25.7% | +11.4% |
| YTD | +61.0% | -42.9% | +103.9% | +81.8% |
| 1Y | +96.0% | -30.4% | +126.4% | +107.2% |
| 3Y | +144.4% | -54.7% | +199.1% | +182.9% |
| 5Y | +80.5% | -81.8% | +162.3% | +154.1% |
| 10Y | +974.9% | +65.5% | +909.5% | +510.2% |
| All | +1,058.3% | +179.3% | +878.9% | +500.3% |
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 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