+136.6%
KMI vs EPAM
+63.0%
+73.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.7% |
| 7D | -1.8% | -2.2% | +0.4% | -1.5% |
| 30D | +0.1% | +17.8% | -17.7% | -1.8% |
| 3M | +1.2% | +19.9% | -18.7% | -1.5% |
| 6M | -3.9% | -21.6% | +17.7% | -1.9% |
| YTD | +17.5% | -44.0% | +61.5% | +24.2% |
| 1Y | +22.6% | -30.5% | +53.2% | +25.7% |
| 3Y | +116.3% | -56.8% | +173.1% | +130.3% |
| 5Y | +157.6% | -81.7% | +239.3% | +204.2% |
| 10Y | +136.6% | +68.4% | +68.1% | +47.6% |
| All | +136.6% | +63.0% | +73.5% | +47.6% |
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 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