+154.5%
KMB vs EPAM
+751.2%
-596.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.4% |
| 7D | -3.0% | +2.0% | -5.0% | -3.2% |
| 30D | -5.5% | +6.5% | -12.0% | -6.0% |
| 3M | +14.0% | +19.9% | -5.9% | +12.1% |
| 6M | +4.1% | -16.9% | +21.0% | +5.0% |
| YTD | +8.0% | -42.9% | +50.9% | +11.7% |
| 1Y | -13.7% | -30.4% | +16.6% | -12.3% |
| 3Y | -5.9% | -54.7% | +48.8% | -2.6% |
| 5Y | -8.6% | -81.8% | +73.2% | -0.7% |
| 10Y | +17.3% | +65.5% | -48.2% | 0.0% |
| All | +154.5% | +751.2% | -596.7% | +105.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling