+2,381.5%
KLAC vs EPAM
+165.6%
+2,215.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.8% | +6.0% | +5.5% |
| 7D | +7.5% | +18.5% | -11.0% | +0.1% |
| 30D | -15.3% | +44.0% | -59.3% | -26.5% |
| 3M | -19.6% | +63.0% | -82.6% | -33.6% |
| 6M | -12.5% | +67.3% | -79.8% | -31.5% |
| YTD | +33.0% | -20.5% | +53.5% | +34.8% |
| 1Y | +35.9% | -9.6% | +45.6% | +30.8% |
| 3Y | +208.6% | -30.8% | +239.5% | +208.0% |
| 5Y | +309.5% | -75.6% | +385.1% | +491.8% |
| 10Y | +2,381.5% | +159.6% | +2,222.0% | +749.6% |
| All | +2,381.5% | +165.6% | +2,215.9% | +749.6% |
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 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