+103.1%
KRE vs EPAM
+163.7%
-60.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.3% | +2.1% |
| 7D | -0.4% | +9.1% | -9.4% | -2.8% |
| 30D | +6.4% | +38.5% | -32.1% | -1.6% |
| 3M | -3.1% | +61.0% | -64.0% | -13.6% |
| 6M | +6.4% | +58.0% | -51.7% | -6.0% |
| YTD | +15.3% | -23.5% | +38.8% | +18.7% |
| 1Y | +23.3% | -10.5% | +33.8% | +22.2% |
| 3Y | +93.6% | -33.8% | +127.5% | +99.1% |
| 5Y | +13.2% | -78.1% | +91.3% | +42.2% |
| 10Y | +103.1% | +157.7% | -54.6% | +11.1% |
| All | +103.1% | +163.7% | -60.6% | +11.1% |
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