+30.3%
KNX vs EPAM
-30.2%
+60.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | 0.0% | +18.5% | -18.5% | -3.2% |
| 30D | -3.3% | +44.0% | -47.3% | -10.1% |
| 3M | -8.7% | +63.0% | -71.7% | -17.4% |
| 6M | +1.3% | +67.3% | -65.9% | -9.6% |
| YTD | +20.4% | -20.5% | +40.9% | +26.0% |
| 1Y | +42.4% | -9.6% | +52.1% | +44.2% |
| All | +30.3% | -30.2% | +60.5% | +22.8% |
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 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