+1.7%
KMX vs EPAM
+167.9%
-166.2%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.7% | -1.2% |
| 7D | -7.4% | +13.4% | -20.8% | -10.8% |
| 30D | -3.4% | +47.1% | -50.5% | -12.9% |
| 3M | -11.3% | +71.2% | -82.5% | -23.2% |
| 6M | +30.6% | +48.9% | -18.4% | +14.9% |
| YTD | +33.2% | -22.2% | +55.5% | +38.0% |
| 1Y | +66.7% | -5.2% | +71.9% | +63.6% |
| 3Y | -22.1% | -34.9% | +12.9% | -18.4% |
| 5Y | -66.7% | -77.4% | +10.7% | -56.5% |
| All | +1.7% | +167.9% | -166.2% | -41.7% |
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