+54.8%
KMX vs EPAM
-10.3%
+65.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.7% | -2.0% |
| 7D | -7.4% | +13.4% | -20.8% | -7.8% |
| 30D | -3.4% | +47.1% | -50.5% | -5.8% |
| 3M | -11.3% | +71.2% | -82.5% | -14.2% |
| 6M | +30.6% | +48.9% | -18.4% | +30.5% |
| YTD | +33.2% | -22.2% | +55.5% | +52.8% |
| All | +54.8% | -10.3% | +65.2% | +65.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling