+154.6%
KR vs EPAM
+165.6%
-11.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.3% |
| 7D | +0.8% | +18.5% | -17.8% | +0.4% |
| 30D | +11.1% | +44.0% | -33.0% | +10.2% |
| 3M | +24.4% | +63.0% | -38.6% | +23.2% |
| 6M | +8.5% | +67.3% | -58.7% | +7.3% |
| YTD | +13.1% | -20.5% | +33.7% | +12.3% |
| 1Y | +9.3% | -9.6% | +18.9% | +8.4% |
| 3Y | +69.3% | -30.8% | +100.1% | +68.6% |
| 5Y | +83.2% | -75.6% | +158.9% | +89.9% |
| 10Y | +154.6% | +159.6% | -5.0% | +112.7% |
| All | +154.6% | +165.6% | -11.0% | +112.7% |
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 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