+669.8%
KR vs EPAM
+1,093.7%
-424.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.7% | -3.8% | +0.7% |
| 7D | +2.7% | +18.8% | -16.1% | +2.0% |
| 30D | +11.3% | +44.9% | -33.7% | +9.7% |
| 3M | +22.3% | +68.6% | -46.3% | +19.9% |
| 6M | +5.8% | +65.4% | -59.6% | +3.6% |
| YTD | +11.7% | -19.9% | +31.6% | +11.4% |
| 1Y | +8.9% | -10.0% | +18.9% | +8.2% |
| 3Y | +67.1% | -30.3% | +97.4% | +66.8% |
| 5Y | +80.0% | -75.7% | +155.7% | +87.5% |
| 10Y | +156.3% | +167.2% | -10.9% | +110.2% |
| All | +669.8% | +1,093.7% | -424.0% | +456.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling