+122.2%
KGC vs EPAM
+1,105.1%
-982.9%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +20.6% | -19.8% | -1.0% |
| 7D | 0.0% | +23.0% | -23.1% | -2.0% |
| 30D | -9.3% | +51.6% | -60.9% | -12.8% |
| 3M | -15.9% | +50.8% | -66.7% | -19.2% |
| 6M | -24.9% | +51.1% | -76.0% | -28.1% |
| YTD | -23.0% | -19.1% | -3.9% | -22.5% |
| 1Y | -9.9% | +3.0% | -12.9% | -11.3% |
| 3Y | +301.2% | -31.2% | +332.4% | +302.8% |
| 5Y | +278.5% | -76.5% | +355.0% | +298.0% |
| 10Y | +484.3% | +168.4% | +315.8% | +479.9% |
| All | +122.2% | +1,105.1% | -982.9% | +75.1% |
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 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