+222.0%
KGC vs EPAM
-75.7%
+297.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.3% |
| 7D | -6.7% | +2.4% | -9.1% | -7.0% |
| 30D | -6.7% | +42.3% | -49.0% | -10.9% |
| 3M | -22.6% | +60.7% | -83.2% | -27.1% |
| 6M | -33.4% | +80.5% | -113.9% | -38.6% |
| YTD | -26.0% | -20.4% | -5.6% | -25.0% |
| 1Y | -18.3% | -9.6% | -8.7% | -18.6% |
| 3Y | +315.8% | -30.5% | +346.3% | +318.0% |
| All | +222.0% | -75.7% | +297.7% | +239.2% |
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