+11.7%
KNX vs EPAM
-76.2%
+87.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | 0.0% | +18.5% | -18.5% | -3.0% |
| 30D | -3.3% | +44.0% | -47.3% | -9.4% |
| 3M | -8.7% | +63.0% | -71.7% | -16.4% |
| 6M | +1.3% | +67.3% | -65.9% | -8.3% |
| YTD | +20.4% | -20.5% | +40.9% | +22.8% |
| 1Y | +42.4% | -9.6% | +52.1% | +42.0% |
| 3Y | +30.1% | -30.8% | +60.9% | +31.4% |
| 5Y | +11.7% | -75.6% | +87.3% | +15.7% |
| All | +11.7% | -76.2% | +87.9% | +15.7% |
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