+91.6%
KORU vs EPAM
+63.0%
+28.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.8% |
| 7D | +20.1% | -2.2% | +22.2% | +21.2% |
| 30D | +47.5% | +17.8% | +29.7% | +35.5% |
| 3M | -30.1% | +19.9% | -50.0% | -41.4% |
| 6M | +20.1% | -21.6% | +41.7% | +24.8% |
| YTD | +166.6% | -44.0% | +210.6% | +222.3% |
| 1Y | +458.9% | -30.5% | +489.4% | +485.3% |
| 3Y | +531.8% | -56.8% | +588.5% | +732.4% |
| 5Y | +67.7% | -81.7% | +149.4% | +227.6% |
| 10Y | +91.6% | +68.4% | +23.1% | -35.3% |
| All | +91.6% | +63.0% | +28.5% | -35.3% |
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