-15.0%
KGC vs EPAM
-7.6%
-7.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.7% | -10.4% | -6.1% |
| 7D | +8.0% | +18.8% | -10.8% | +6.4% |
| 30D | -9.3% | +44.9% | -54.3% | -12.4% |
| 3M | -21.3% | +68.6% | -89.9% | -24.8% |
| 6M | -31.5% | +65.4% | -96.9% | -34.4% |
| YTD | -23.2% | -19.9% | -3.4% | -23.1% |
| 1Y | -15.0% | -10.0% | -5.0% | -19.3% |
| All | -15.0% | -7.6% | -7.4% | -19.3% |
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 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