+98.0%
KMI vs EPAM
+751.2%
-653.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | -0.4% |
| 7D | -0.5% | +2.0% | -2.5% | -0.7% |
| 30D | +0.9% | +6.5% | -5.6% | -0.1% |
| 3M | 0.0% | +19.9% | -20.0% | -2.8% |
| 6M | -5.7% | -16.9% | +11.2% | -4.4% |
| YTD | +17.5% | -42.9% | +60.4% | +24.1% |
| 1Y | +22.3% | -30.4% | +52.7% | +25.5% |
| 3Y | +111.9% | -54.7% | +166.7% | +124.9% |
| 5Y | +151.8% | -81.8% | +233.7% | +190.6% |
| 10Y | +138.7% | +65.5% | +73.2% | +73.4% |
| All | +98.0% | +751.2% | -653.2% | +21.4% |
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