+26.9%
KRE vs EPAM
-15.2%
+42.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +2.8% | +0.8% | +2.0% | +2.7% |
| 30D | +5.3% | +24.9% | -19.6% | +3.5% |
| 3M | -4.2% | +22.6% | -26.8% | -5.7% |
| 6M | +8.7% | +24.2% | -15.5% | +6.5% |
| YTD | +16.4% | -33.0% | +49.3% | +19.0% |
| 1Y | +26.9% | -13.3% | +40.2% | +19.4% |
| All | +26.9% | -15.2% | +42.1% | +19.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling