+33.0%
KRE vs EPAM
-81.9%
+114.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +0.9% |
| 7D | +1.3% | +2.0% | -0.6% | +1.0% |
| 30D | -2.7% | +6.5% | -9.2% | -4.0% |
| 3M | +8.2% | +19.9% | -11.7% | +4.1% |
| 6M | +12.8% | -16.9% | +29.7% | +15.2% |
| YTD | +17.5% | -42.9% | +60.4% | +27.3% |
| 1Y | +16.6% | -30.4% | +47.0% | +21.4% |
| 3Y | +79.5% | -54.7% | +134.2% | +96.2% |
| All | +33.0% | -81.9% | +114.8% | +47.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling