+133.8%
KORU vs EPAM
-36.8%
+170.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -1.6% | +12.9% | +11.1% |
| 7D | -25.8% | +9.1% | -34.9% | -23.9% |
| 30D | -56.9% | +38.5% | -95.4% | -56.3% |
| 3M | -55.7% | +61.0% | -116.7% | -55.7% |
| 6M | -83.7% | +58.0% | -141.7% | -83.5% |
| YTD | -15.3% | -23.5% | +8.2% | +7.7% |
| 1Y | +3.4% | -10.5% | +13.9% | +22.4% |
| 3Y | +133.8% | -33.8% | +167.6% | +155.0% |
| All | +133.8% | -36.8% | +170.5% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling