-59.7%
KRMN vs EPAM
-15.2%
-44.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -0.6% | -12.9% | -13.5% |
| 7D | -10.0% | +0.8% | -10.9% | -10.1% |
| 30D | +3.5% | +24.9% | -21.4% | +2.2% |
| 3M | -36.7% | +22.6% | -59.3% | -37.6% |
| 6M | -47.7% | +24.2% | -71.9% | -48.8% |
| YTD | -53.3% | -33.0% | -20.3% | -53.4% |
| 1Y | -59.7% | -13.3% | -46.3% | -60.2% |
| All | -59.7% | -15.2% | -44.5% | -60.2% |
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