+139.6%
KMI vs EPAM
+163.7%
-24.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | -6.5% | +9.1% | -15.6% | -7.6% |
| 30D | -5.1% | +38.5% | -43.6% | -8.6% |
| 3M | 0.0% | +61.0% | -61.0% | -5.5% |
| 6M | -0.9% | +58.0% | -58.9% | -6.8% |
| YTD | +15.4% | -23.5% | +38.9% | +17.3% |
| 1Y | +19.5% | -10.5% | +30.0% | +19.0% |
| 3Y | +116.3% | -33.8% | +150.1% | +118.5% |
| 5Y | +136.6% | -78.1% | +214.7% | +180.8% |
| 10Y | +139.6% | +157.7% | -18.1% | +50.7% |
| All | +139.6% | +163.7% | -24.1% | +50.7% |
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