-52.3%
KHC vs EPAM
+165.6%
-217.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.2% |
| 7D | -4.6% | +18.5% | -23.1% | -6.4% |
| 30D | +8.1% | +44.0% | -35.9% | +4.1% |
| 3M | 0.0% | +63.0% | -63.0% | -4.9% |
| 6M | +7.9% | +67.3% | -59.3% | +2.0% |
| YTD | +5.3% | -20.5% | +25.8% | +5.7% |
| 1Y | +5.1% | -9.6% | +14.7% | +4.2% |
| 3Y | -12.8% | -30.8% | +18.0% | -13.1% |
| 5Y | -16.2% | -75.6% | +59.4% | -7.2% |
| 10Y | -52.3% | +159.6% | -211.8% | -66.0% |
| All | -52.3% | +165.6% | -217.9% | -66.0% |
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 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