-6.1%
KGC vs EPAM
-4.9%
-1.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +3.3% |
| 7D | +10.5% | +13.4% | -2.9% | +9.1% |
| 30D | -4.1% | +47.1% | -51.1% | -7.9% |
| 3M | -13.1% | +71.2% | -84.2% | -17.3% |
| 6M | -27.5% | +48.9% | -76.5% | -30.4% |
| YTD | -20.7% | -22.2% | +1.5% | -19.4% |
| 1Y | -6.1% | -5.2% | -0.9% | -14.9% |
| All | -6.1% | -4.9% | -1.1% | -14.9% |
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 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