+2.1%
KMB vs EPAM
-30.1%
+32.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +0.9% | +2.4% | -1.5% | +0.8% |
| 30D | +10.1% | +42.3% | -32.2% | +7.8% |
| 3M | 0.0% | +60.7% | -60.6% | -2.7% |
| 6M | +15.7% | +80.5% | -64.8% | +12.0% |
| YTD | +12.6% | -20.4% | +33.0% | +10.7% |
| 1Y | +10.1% | -9.6% | +19.7% | +7.8% |
| 3Y | +2.1% | -30.5% | +32.6% | +1.7% |
| All | +2.1% | -30.1% | +32.2% | +1.7% |
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