-43.1%
KHC vs EPAM
+60.1%
-103.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.4% |
| 7D | -1.8% | +2.0% | -3.7% | -2.0% |
| 30D | -1.9% | +6.5% | -8.4% | -2.7% |
| 3M | +14.4% | +19.9% | -5.5% | +11.9% |
| 6M | +8.7% | -16.9% | +25.7% | +10.0% |
| YTD | +7.8% | -42.9% | +50.7% | +12.6% |
| 1Y | -1.5% | -30.4% | +28.9% | +0.7% |
| 3Y | -9.9% | -54.7% | +44.9% | -5.6% |
| 5Y | -10.7% | -81.8% | +71.1% | +1.5% |
| 10Y | -55.7% | +65.5% | -121.2% | -70.8% |
| All | -43.1% | +60.1% | -103.2% | -63.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling