+863.3%
KEYS vs EPAM
+280.2%
+583.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.9% | +8.3% | +5.4% |
| 7D | -11.4% | +13.4% | -24.8% | -15.1% |
| 30D | -28.7% | +47.1% | -75.7% | -36.4% |
| 3M | -19.2% | +71.2% | -90.4% | -31.4% |
| 6M | -25.8% | +48.9% | -74.7% | -36.2% |
| YTD | +33.9% | -22.2% | +56.2% | +36.9% |
| 1Y | +47.1% | -5.2% | +52.2% | +41.2% |
| 3Y | +119.4% | -34.9% | +154.4% | +126.6% |
| 5Y | +48.2% | -77.4% | +125.6% | +97.0% |
| 10Y | +755.2% | +158.1% | +597.1% | +323.5% |
| All | +863.3% | +280.2% | +583.1% | +352.2% |
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