+964.8%
KKR vs EPAM
+1,058.6%
-93.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -0.6% |
| 7D | +2.2% | +13.4% | -11.2% | -2.7% |
| 30D | +7.6% | +47.1% | -39.5% | -6.0% |
| 3M | -6.5% | +71.2% | -77.6% | -22.3% |
| 6M | -3.9% | +48.9% | -52.8% | -18.1% |
| YTD | -23.9% | -22.2% | -1.6% | -20.6% |
| 1Y | -18.5% | -5.2% | -13.4% | -20.3% |
| 3Y | +65.8% | -34.9% | +100.7% | +75.0% |
| 5Y | +25.3% | -77.4% | +102.7% | +66.9% |
| 10Y | +720.2% | +158.1% | +562.1% | +440.0% |
| All | +964.8% | +1,058.6% | -93.8% | +449.2% |
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