+1,004.2%
KKR vs EPAM
+1,084.1%
-80.0%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.3% | +18.5% | -19.8% | -7.3% |
| 30D | +9.3% | +44.0% | -34.7% | -3.7% |
| 3M | -9.8% | +63.0% | -72.8% | -23.9% |
| 6M | +1.0% | +67.3% | -66.3% | -17.1% |
| YTD | -21.1% | -20.5% | -0.5% | -18.2% |
| 1Y | -17.0% | -9.6% | -7.3% | -17.4% |
| 3Y | +60.6% | -30.8% | +91.4% | +66.3% |
| 5Y | +33.6% | -75.6% | +109.2% | +73.5% |
| 10Y | +687.0% | +159.6% | +527.5% | +416.3% |
| All | +1,004.2% | +1,084.1% | -80.0% | +465.6% |
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