+48.7%
KRMN vs EPAM
-38.8%
+87.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.8% | +2.6% | +1.8% |
| 7D | +30.8% | +18.5% | +12.3% | +28.1% |
| 30D | +40.2% | +44.0% | -3.9% | +33.2% |
| 3M | -27.8% | +63.0% | -90.8% | -33.1% |
| 6M | -24.0% | +67.3% | -91.3% | -30.8% |
| YTD | -38.9% | -20.5% | -18.4% | -34.9% |
| 1Y | -35.6% | -9.6% | -26.0% | -33.7% |
| All | +48.7% | -38.8% | +87.5% | +75.7% |
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