+33.0%
KRMN vs EPAM
-56.0%
+89.0%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.0% | -1.0% |
| 7D | -12.3% | +2.0% | -14.2% | -12.6% |
| 30D | -27.5% | +6.5% | -34.0% | -28.5% |
| 3M | -26.5% | +19.9% | -46.4% | -29.5% |
| 6M | -59.6% | -16.9% | -42.6% | -58.1% |
| YTD | -45.4% | -42.9% | -2.5% | -38.9% |
| 1Y | -25.1% | -30.4% | +5.3% | -20.9% |
| All | +33.0% | -56.0% | +89.0% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling