+38.7%
KMB vs EPAM
+163.7%
-125.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.6% | +4.8% | +3.4% |
| 7D | +3.4% | +9.1% | -5.7% | +2.5% |
| 30D | +14.7% | +38.5% | -23.8% | +11.4% |
| 3M | +3.3% | +61.0% | -57.7% | -1.0% |
| 6M | +16.8% | +58.0% | -41.2% | +11.8% |
| YTD | +15.2% | -23.5% | +38.7% | +16.1% |
| 1Y | +13.3% | -10.5% | +23.8% | +12.6% |
| 3Y | +5.4% | -33.8% | +39.3% | +5.8% |
| 5Y | +2.7% | -78.1% | +80.8% | +14.3% |
| 10Y | +38.7% | +157.7% | -119.1% | -2.8% |
| All | +38.7% | +163.7% | -125.0% | -2.8% |
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