-0.6%
KMB vs EPAM
-77.4%
+76.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.0% | -1.7% |
| 7D | +0.5% | +13.4% | -12.9% | -0.1% |
| 30D | +12.4% | +47.1% | -34.7% | +10.6% |
| 3M | +1.0% | +71.2% | -70.2% | -1.2% |
| 6M | +12.1% | +48.9% | -36.8% | +10.0% |
| YTD | +11.6% | -22.2% | +33.9% | +11.2% |
| 1Y | +13.1% | -5.2% | +18.3% | +12.0% |
| 3Y | +1.6% | -34.9% | +36.5% | +1.1% |
| All | -0.6% | -77.4% | +76.9% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling