+5.2%
KMX vs EPAM
+67.7%
-62.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.6% |
| 7D | +1.9% | +2.0% | -0.1% | +1.4% |
| 30D | +11.7% | +6.5% | +5.2% | +9.2% |
| 3M | +34.9% | +19.9% | +15.0% | +26.7% |
| 6M | +50.3% | -16.9% | +67.2% | +54.7% |
| YTD | +63.8% | -42.9% | +106.7% | +85.0% |
| 1Y | +3.8% | -30.4% | +34.2% | +10.7% |
| 3Y | -24.3% | -54.7% | +30.5% | -12.5% |
| 5Y | -50.2% | -81.8% | +31.6% | -31.4% |
| All | +5.2% | +67.7% | -62.5% | -36.3% |
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