+3.3%
KORU vs EPAM
-10.0%
+13.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -0.8% | +19.3% | +17.8% |
| 7D | -18.1% | +18.5% | -36.7% | +1.6% |
| 30D | -45.7% | +44.0% | -89.8% | -24.2% |
| 3M | -51.6% | +63.0% | -114.6% | -26.8% |
| 6M | -82.6% | +67.3% | -149.9% | -68.3% |
| YTD | -5.9% | -20.5% | +14.6% | +60.4% |
| 1Y | +3.3% | -9.6% | +12.9% | +51.7% |
| All | +3.3% | -10.0% | +13.3% | +51.7% |
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 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