+217.7%
KGC vs EPAM
+751.2%
-533.5%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -2.1% |
| 7D | -1.3% | +2.0% | -3.2% | -1.4% |
| 30D | +20.3% | +6.5% | +13.8% | +19.5% |
| 3M | +8.1% | +19.9% | -11.8% | +6.1% |
| 6M | -8.8% | -16.9% | +8.2% | -7.8% |
| YTD | +10.1% | -42.9% | +52.9% | +14.5% |
| 1Y | +44.2% | -30.4% | +74.6% | +47.2% |
| 3Y | +533.0% | -54.7% | +587.8% | +561.3% |
| 5Y | +443.0% | -81.8% | +524.8% | +487.0% |
| 10Y | +678.6% | +65.5% | +613.1% | +701.6% |
| All | +217.7% | +751.2% | -533.5% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling