+6.9%
KMX vs EPAM
+163.7%
-156.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.5% |
| 7D | -4.1% | +9.1% | -13.1% | -6.8% |
| 30D | +2.9% | +38.5% | -35.6% | -5.9% |
| 3M | -7.0% | +61.0% | -68.0% | -18.2% |
| 6M | +34.1% | +58.0% | -23.9% | +16.2% |
| YTD | +40.0% | -23.5% | +63.5% | +45.6% |
| 1Y | +67.2% | -10.5% | +77.8% | +66.6% |
| 3Y | -13.4% | -33.8% | +20.4% | -9.8% |
| 5Y | -65.1% | -78.1% | +13.1% | -53.8% |
| 10Y | +6.9% | +157.7% | -150.8% | -38.5% |
| All | +6.9% | +163.7% | -156.8% | -38.5% |
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