+83.3%
KRE vs EPAM
+158.4%
-75.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.3% | -1.1% | +1.4% | +0.5% |
| 30D | +5.0% | +41.8% | -36.8% | -3.4% |
| 3M | -5.7% | +63.4% | -69.1% | -16.2% |
| 6M | +7.5% | +72.2% | -64.7% | -6.8% |
| YTD | +13.8% | -20.0% | +33.9% | +16.1% |
| 1Y | +20.7% | -9.0% | +29.7% | +19.3% |
| 3Y | +90.1% | -30.4% | +120.5% | +93.3% |
| 5Y | +11.5% | -75.6% | +87.1% | +35.7% |
| All | +83.3% | +158.4% | -75.2% | -0.1% |
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