-55.8%
KHC vs EPAM
+65.3%
-121.1%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -1.8% | +2.0% | -3.7% | -2.0% |
| 30D | -1.9% | +6.5% | -8.4% | -2.6% |
| 3M | +14.4% | +19.9% | -5.5% | +12.0% |
| 6M | +8.7% | -16.9% | +25.7% | +9.9% |
| YTD | +7.8% | -42.9% | +50.7% | +12.2% |
| 1Y | -1.5% | -30.4% | +28.9% | +0.4% |
| 3Y | -9.9% | -54.7% | +44.9% | -6.0% |
| 5Y | -10.7% | -81.8% | +71.1% | +1.2% |
| All | -55.8% | +65.3% | -121.1% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling