-22.1%
KMX vs EPAM
-33.7%
+11.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.9% | +1.7% | -1.4% |
| 7D | -7.4% | +13.4% | -20.8% | -10.1% |
| 30D | -3.4% | +47.1% | -50.5% | -11.6% |
| 3M | -11.3% | +71.2% | -82.5% | -21.7% |
| 6M | +30.6% | +48.9% | -18.4% | +17.9% |
| YTD | +33.2% | -22.2% | +55.5% | +44.9% |
| 1Y | +66.7% | -5.2% | +71.9% | +69.9% |
| 3Y | -22.1% | -34.9% | +12.9% | -22.4% |
| All | -22.1% | -33.7% | +11.7% | -22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling