-54.3%
KHC vs EPAM
+170.1%
-224.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.1% | -2.4% |
| 7D | +1.1% | +13.4% | -12.3% | -0.3% |
| 30D | +12.0% | +47.1% | -35.1% | +7.6% |
| 3M | +0.2% | +71.2% | -71.0% | -5.2% |
| 6M | +10.3% | +48.9% | -38.6% | +5.3% |
| YTD | +6.7% | -22.2% | +29.0% | +7.4% |
| 1Y | +10.9% | -5.2% | +16.0% | +9.5% |
| 3Y | -12.6% | -34.9% | +22.3% | -12.4% |
| 5Y | -16.3% | -77.4% | +61.1% | -5.9% |
| All | -54.3% | +170.1% | -224.4% | -67.2% |
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