-15.0%
KGC vs EPAM
-10.0%
-4.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +0.2% | +18.5% | -18.3% | -1.3% |
| 30D | -8.8% | +44.0% | -52.9% | -11.9% |
| 3M | -21.1% | +63.0% | -84.1% | -24.4% |
| 6M | -32.3% | +67.3% | -99.6% | -35.3% |
| YTD | -23.5% | -20.5% | -2.9% | -23.4% |
| 1Y | -15.0% | -9.6% | -5.3% | -20.0% |
| All | -15.0% | -10.0% | -4.9% | -20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling