-16.8%
KHC vs EPAM
-76.7%
+59.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -0.9% |
| 7D | -1.1% | +18.8% | -19.9% | -1.9% |
| 30D | +8.8% | +44.9% | -36.1% | +7.2% |
| 3M | -1.2% | +68.6% | -69.8% | -3.3% |
| 6M | +4.6% | +65.4% | -60.8% | +2.3% |
| YTD | +5.1% | -19.9% | +25.0% | +4.2% |
| 1Y | +6.2% | -10.0% | +16.2% | +5.0% |
| 3Y | -12.9% | -30.3% | +17.4% | -14.2% |
| 5Y | -16.8% | -75.7% | +58.9% | -22.3% |
| All | -16.8% | -76.7% | +59.9% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling