+17.2%
KRMN vs EPAM
-56.9%
+74.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.7% | -11.2% |
| 7D | -12.9% | -2.2% | -10.7% | -12.6% |
| 30D | -43.3% | +17.8% | -61.1% | -45.0% |
| 3M | -27.2% | +19.9% | -47.1% | -30.2% |
| 6M | -66.8% | -21.6% | -45.2% | -65.2% |
| YTD | -51.9% | -44.0% | -7.8% | -46.0% |
| 1Y | -43.7% | -30.5% | -13.2% | -40.7% |
| All | +17.2% | -56.9% | +74.1% | +45.7% |
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