+43.3%
KNX vs EPAM
-81.7%
+125.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | +6.4% | -0.9% | +7.3% | +6.5% |
| 30D | +1.4% | +18.4% | -17.0% | -1.5% |
| 3M | -12.0% | +19.2% | -31.3% | -15.2% |
| 6M | +25.2% | -21.0% | +46.1% | +29.1% |
| YTD | +36.6% | -43.7% | +80.3% | +48.3% |
| 1Y | +67.6% | -29.9% | +97.5% | +74.9% |
| 3Y | +40.8% | -56.5% | +97.4% | +54.0% |
| 5Y | +43.3% | -81.7% | +125.0% | +59.9% |
| All | +43.3% | -81.7% | +125.0% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling