-3.8%
KORU vs EPAM
-9.2%
+5.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.6% | -5.5% | -4.4% |
| 7D | +24.3% | -1.1% | +25.5% | +24.2% |
| 30D | -44.8% | +41.8% | -86.7% | -23.5% |
| 3M | -60.0% | +63.4% | -123.4% | -39.4% |
| 6M | -78.7% | +72.2% | -150.9% | -60.9% |
| YTD | -10.6% | -20.0% | +9.5% | +53.2% |
| 1Y | -3.8% | -9.0% | +5.3% | +36.0% |
| All | -3.8% | -9.2% | +5.5% | +36.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling