+167.8%
KMB vs EPAM
+1,105.1%
-937.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +20.6% | -19.1% | -0.1% |
| 7D | +0.4% | +23.0% | -22.6% | -1.4% |
| 30D | +14.1% | +51.6% | -37.4% | +10.3% |
| 3M | -0.5% | +50.8% | -51.3% | -4.0% |
| 6M | +16.6% | +51.1% | -34.5% | +12.2% |
| YTD | +13.7% | -19.1% | +32.8% | +14.1% |
| 1Y | +16.1% | +3.0% | +13.1% | +14.2% |
| 3Y | +4.7% | -31.2% | +35.8% | +4.8% |
| 5Y | +1.5% | -76.5% | +78.0% | +8.5% |
| 10Y | +40.5% | +168.4% | -127.9% | +15.3% |
| All | +167.8% | +1,105.1% | -937.3% | +110.4% |
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