+12.5%
KHC vs EPAM
-15.2%
+27.7%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.3% | +3.8% |
| 7D | +6.6% | +0.8% | +5.8% | +6.5% |
| 30D | +16.5% | +24.9% | -8.4% | +13.2% |
| 3M | -3.0% | +22.6% | -25.6% | -5.9% |
| 6M | +17.4% | +24.2% | -6.8% | +11.1% |
| YTD | +10.3% | -33.0% | +43.3% | +5.0% |
| 1Y | +12.5% | -13.3% | +25.8% | +7.0% |
| All | +12.5% | -15.2% | +27.7% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling