+306.4%
KGC vs EPAM
-31.1%
+337.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.6% | -19.8% | +0.1% |
| 7D | 0.0% | +23.0% | -23.1% | -0.8% |
| 30D | -9.3% | +51.6% | -60.9% | -10.8% |
| 3M | -15.9% | +50.8% | -66.7% | -17.4% |
| 6M | -24.9% | +51.1% | -76.0% | -26.1% |
| YTD | -23.0% | -19.1% | -3.9% | -23.6% |
| 1Y | -9.9% | +3.0% | -12.9% | -10.6% |
| All | +306.4% | -31.1% | +337.4% | +319.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling