+2,249.0%
KLAC vs EPAM
+163.7%
+2,085.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.6% | +10.9% | +9.8% |
| 7D | -1.1% | +9.1% | -10.2% | -5.5% |
| 30D | -22.6% | +38.5% | -61.1% | -32.0% |
| 3M | -23.5% | +61.0% | -84.5% | -36.6% |
| 6M | -18.8% | +58.0% | -76.9% | -35.3% |
| YTD | +25.0% | -23.5% | +48.5% | +28.2% |
| 1Y | +27.5% | -10.5% | +38.1% | +22.8% |
| 3Y | +206.1% | -33.8% | +240.0% | +209.9% |
| 5Y | +281.0% | -78.1% | +359.1% | +484.0% |
| 10Y | +2,249.0% | +157.7% | +2,091.3% | +700.8% |
| All | +2,249.0% | +163.7% | +2,085.3% | +700.8% |
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