+55.4%
KORU vs EPAM
-81.4%
+136.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.4% | +15.8% | +14.1% |
| 7D | +13.0% | +2.0% | +11.0% | +12.3% |
| 30D | +27.3% | +6.5% | +20.8% | +24.7% |
| 3M | -55.3% | +19.9% | -75.2% | -59.5% |
| 6M | +11.6% | -16.9% | +28.5% | +14.8% |
| YTD | +158.5% | -42.9% | +201.4% | +201.4% |
| 1Y | +482.2% | -30.4% | +512.5% | +519.1% |
| 3Y | +471.9% | -54.7% | +526.6% | +603.9% |
| All | +55.4% | -81.4% | +136.8% | +125.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling