+62.3%
KNX vs EPAM
-30.2%
+92.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | +2.3% | -2.2% | +4.5% | +2.6% |
| 30D | +0.5% | +17.8% | -17.3% | -1.9% |
| 3M | -14.1% | +19.9% | -34.0% | -16.2% |
| 6M | +19.8% | -21.6% | +41.4% | +26.4% |
| YTD | +32.7% | -44.0% | +76.8% | +49.1% |
| 1Y | +62.3% | -30.5% | +92.8% | +68.8% |
| All | +62.3% | -30.2% | +92.5% | +68.8% |
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