+37.7%
KR vs EPAM
-81.7%
+119.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.4% |
| 7D | -1.3% | -0.9% | -0.4% | -1.3% |
| 30D | +1.5% | +18.4% | -16.8% | +1.7% |
| 3M | -8.5% | +19.2% | -27.7% | -8.4% |
| 6M | -21.9% | -21.0% | -0.9% | -22.7% |
| YTD | -6.9% | -43.7% | +36.8% | -8.6% |
| 1Y | -14.0% | -29.9% | +15.9% | -15.0% |
| 3Y | +30.3% | -56.5% | +86.8% | +28.2% |
| 5Y | +37.7% | -81.7% | +119.4% | +27.7% |
| All | +37.7% | -81.7% | +119.4% | +27.7% |
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 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