+34.8%
KRMN vs EPAM
-38.4%
+73.2%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -10.0% | -9.4% |
| 7D | +26.2% | -1.1% | +27.3% | +26.2% |
| 30D | +34.3% | +41.8% | -7.5% | +28.0% |
| 3M | -34.6% | +63.4% | -97.9% | -39.3% |
| 6M | -35.2% | +72.2% | -107.4% | -41.3% |
| YTD | -44.6% | -20.0% | -24.6% | -41.0% |
| 1Y | -40.2% | -9.0% | -31.2% | -38.5% |
| All | +34.8% | -38.4% | +73.2% | +59.2% |
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 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