-54.1%
KHC vs EPAM
+163.7%
-217.8%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | -2.0% | +9.1% | -11.1% | -3.1% |
| 30D | +9.7% | +38.5% | -28.8% | +6.0% |
| 3M | -2.0% | +61.0% | -63.0% | -6.7% |
| 6M | +5.4% | +58.0% | -52.6% | +0.2% |
| YTD | +5.9% | -23.5% | +29.4% | +6.7% |
| 1Y | +7.5% | -10.5% | +18.0% | +6.7% |
| 3Y | -12.4% | -33.8% | +21.4% | -12.3% |
| 5Y | -15.8% | -78.1% | +62.3% | -4.9% |
| 10Y | -54.1% | +157.7% | -211.8% | -66.9% |
| All | -54.1% | +163.7% | -217.8% | -66.9% |
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