+13.6%
KMB vs EPAM
-15.2%
+28.8%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.2% |
| 7D | +0.4% | +0.8% | -0.5% | +0.3% |
| 30D | +14.0% | +24.9% | -10.9% | +11.9% |
| 3M | -1.3% | +22.6% | -23.9% | -3.3% |
| 6M | +16.7% | +24.2% | -7.5% | +12.9% |
| YTD | +12.0% | -33.0% | +44.9% | +6.8% |
| 1Y | +13.6% | -13.3% | +26.9% | +8.0% |
| All | +13.6% | -15.2% | +28.8% | +8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling