+120.8%
KR vs EPAM
+63.0%
+57.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.3% |
| 7D | -3.1% | -2.2% | -0.9% | -3.0% |
| 30D | +0.6% | +17.8% | -17.2% | +0.3% |
| 3M | -9.8% | +19.9% | -29.7% | -10.2% |
| 6M | -22.1% | -21.6% | -0.5% | -22.2% |
| YTD | -8.1% | -44.0% | +35.9% | -8.0% |
| 1Y | -14.7% | -30.5% | +15.9% | -14.8% |
| 3Y | +28.6% | -56.8% | +85.3% | +29.3% |
| 5Y | +36.4% | -81.7% | +118.1% | +41.6% |
| 10Y | +120.8% | +68.4% | +52.3% | +77.2% |
| All | +120.8% | +63.0% | +57.7% | +77.2% |
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