+90.6%
KMI vs EPAM
+1,058.6%
-968.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | -0.3% |
| 7D | -10.8% | +13.4% | -24.1% | -12.3% |
| 30D | -5.0% | +47.1% | -52.1% | -9.6% |
| 3M | -3.4% | +71.2% | -74.5% | -9.8% |
| 6M | -3.4% | +48.9% | -52.3% | -9.0% |
| YTD | +13.1% | -22.2% | +35.3% | +14.6% |
| 1Y | +19.0% | -5.2% | +24.2% | +17.4% |
| 3Y | +106.1% | -34.9% | +141.1% | +108.6% |
| 5Y | +130.1% | -77.4% | +207.5% | +160.6% |
| 10Y | +151.9% | +158.1% | -6.2% | +72.3% |
| All | +90.6% | +1,058.6% | -968.0% | +12.1% |
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