+10.1%
KMB vs EPAM
-8.3%
+18.4%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +0.9% | +2.4% | -1.5% | +0.7% |
| 30D | +10.1% | +42.3% | -32.2% | +6.7% |
| 3M | 0.0% | +60.7% | -60.6% | -4.0% |
| 6M | +15.7% | +80.5% | -64.8% | +10.6% |
| YTD | +12.6% | -20.4% | +33.0% | +5.0% |
| 1Y | +10.1% | -9.6% | +19.7% | +4.9% |
| All | +10.1% | -8.3% | +18.4% | +4.9% |
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