+65.4%
KNX vs EPAM
-32.1%
+97.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.8% | +3.8% |
| 7D | +7.1% | +2.0% | +5.1% | +6.8% |
| 30D | +1.7% | +6.5% | -4.9% | +0.6% |
| 3M | -8.1% | +19.9% | -28.1% | -10.3% |
| 6M | +14.0% | -16.9% | +31.0% | +19.0% |
| YTD | +38.5% | -42.9% | +81.4% | +55.1% |
| 1Y | +65.4% | -30.4% | +95.8% | +71.9% |
| All | +65.4% | -32.1% | +97.5% | +71.9% |
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