+164.3%
KNX vs EPAM
+69.2%
+95.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | -0.5% | -4.5% | +4.0% | +0.5% |
| 30D | +1.0% | +14.6% | -13.6% | -2.0% |
| 3M | -12.6% | +23.1% | -35.7% | -17.3% |
| 6M | +21.1% | -19.5% | +40.5% | +25.3% |
| YTD | +33.2% | -44.1% | +77.3% | +48.0% |
| 1Y | +67.8% | -25.2% | +93.0% | +74.2% |
| 3Y | +37.3% | -56.8% | +94.2% | +55.4% |
| 5Y | +41.1% | -81.7% | +122.8% | +80.3% |
| All | +164.3% | +69.2% | +95.1% | +61.3% |
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