-16.2%
KORU vs EPAM
+158.4%
-174.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -5.2% |
| 7D | +24.3% | -1.1% | +25.5% | +24.4% |
| 30D | -44.8% | +41.8% | -86.7% | -57.0% |
| 3M | -60.0% | +63.4% | -123.4% | -71.5% |
| 6M | -78.7% | +72.2% | -150.9% | -86.6% |
| YTD | -10.6% | -20.0% | +9.5% | -17.1% |
| 1Y | -3.8% | -9.0% | +5.3% | -17.6% |
| 3Y | +142.0% | -30.4% | +172.4% | +124.7% |
| 5Y | -33.1% | -75.6% | +42.5% | +8.8% |
| All | -16.2% | +158.4% | -174.6% | -78.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling