+154.3%
KMI vs EPAM
+157.4%
-3.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +6.5% | +2.4% | +4.1% | +6.3% |
| 30D | -3.4% | +42.3% | -45.8% | -7.3% |
| 3M | +0.4% | +60.7% | -60.3% | -5.1% |
| 6M | -0.9% | +80.5% | -81.4% | -8.2% |
| YTD | +20.5% | -20.4% | +40.9% | +22.0% |
| 1Y | +23.2% | -9.6% | +32.8% | +22.7% |
| 3Y | +121.6% | -30.5% | +152.1% | +122.7% |
| 5Y | +149.1% | -75.7% | +224.8% | +189.2% |
| All | +154.3% | +157.4% | -3.1% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling