+463.0%
KGC vs EPAM
-81.9%
+544.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.0% |
| 7D | -1.3% | +2.0% | -3.2% | -1.5% |
| 30D | +20.3% | +6.5% | +13.8% | +19.2% |
| 3M | +8.1% | +19.9% | -11.8% | +5.4% |
| 6M | -8.8% | -16.9% | +8.2% | -7.4% |
| YTD | +10.1% | -42.9% | +52.9% | +16.3% |
| 1Y | +44.2% | -30.4% | +74.6% | +48.4% |
| 3Y | +533.0% | -54.7% | +587.8% | +574.1% |
| All | +463.0% | -81.9% | +544.9% | +493.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling