+90.4%
KRE vs EPAM
-30.1%
+120.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.7% | +2.4% | -1.7% | +0.3% |
| 30D | +6.1% | +42.3% | -36.2% | -0.9% |
| 3M | -5.9% | +60.7% | -66.6% | -14.5% |
| 6M | +9.6% | +80.5% | -70.9% | -3.9% |
| YTD | +14.2% | -20.4% | +34.6% | +19.3% |
| 1Y | +22.5% | -9.6% | +32.1% | +23.6% |
| 3Y | +90.4% | -30.5% | +120.8% | +72.0% |
| All | +90.4% | -30.1% | +120.4% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling