+286.2%
KGC vs EPAM
-77.4%
+363.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.9% | +6.9% | +3.5% |
| 7D | +10.5% | +13.4% | -2.9% | +8.6% |
| 30D | -4.1% | +47.1% | -51.1% | -8.6% |
| 3M | -13.1% | +71.2% | -84.2% | -18.7% |
| 6M | -27.5% | +48.9% | -76.5% | -31.6% |
| YTD | -20.7% | -22.2% | +1.5% | -19.5% |
| 1Y | -6.1% | -5.2% | -0.9% | -6.9% |
| 3Y | +318.6% | -34.9% | +353.6% | +325.1% |
| All | +286.2% | -77.4% | +363.6% | +297.4% |
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