-49.9%
KHC vs EPAM
+157.4%
-207.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.6% |
| 7D | +2.0% | +2.4% | -0.4% | +1.8% |
| 30D | +10.6% | +42.3% | -31.7% | +6.6% |
| 3M | +0.5% | +60.7% | -60.1% | -4.3% |
| 6M | +12.1% | +80.5% | -68.4% | +5.2% |
| YTD | +8.9% | -20.4% | +29.3% | +9.3% |
| 1Y | +7.5% | -9.6% | +17.1% | +6.6% |
| 3Y | -10.7% | -30.5% | +19.8% | -11.0% |
| 5Y | -13.2% | -75.7% | +62.5% | -3.7% |
| All | -49.9% | +157.4% | -207.3% | -64.1% |
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