+270.8%
KLAC vs EPAM
-54.6%
+325.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.4% | +9.7% | +7.5% |
| 7D | +5.7% | +2.0% | +3.8% | +5.6% |
| 30D | -3.6% | +6.5% | -10.2% | -4.2% |
| 3M | -12.8% | +19.9% | -32.7% | -14.1% |
| 6M | +26.1% | -16.9% | +43.0% | +33.5% |
| YTD | +53.3% | -42.9% | +96.2% | +76.1% |
| 1Y | +113.7% | -30.4% | +144.0% | +131.9% |
| All | +270.8% | -54.6% | +325.4% | +312.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling