+390.8%
KNX vs EPAM
+751.2%
-360.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.1% | +4.3% |
| 7D | +7.4% | +2.0% | +5.4% | +6.9% |
| 30D | +2.0% | +6.5% | -4.6% | +0.3% |
| 3M | -7.9% | +19.9% | -27.8% | -12.0% |
| 6M | +14.4% | -16.9% | +31.3% | +17.2% |
| YTD | +38.9% | -42.9% | +81.8% | +52.4% |
| 1Y | +65.9% | -30.4% | +96.3% | +74.3% |
| 3Y | +35.8% | -54.7% | +90.6% | +51.0% |
| 5Y | +43.3% | -81.8% | +125.1% | +76.8% |
| 10Y | +179.6% | +65.5% | +114.2% | +106.9% |
| All | +390.8% | +751.2% | -360.4% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling