+46.1%
KRMN vs EPAM
-38.3%
+84.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -9.0% | -4.6% |
| 7D | +11.1% | +18.8% | -7.7% | +8.9% |
| 30D | +34.7% | +44.9% | -10.2% | +28.0% |
| 3M | -29.4% | +68.6% | -97.9% | -34.8% |
| 6M | -27.8% | +65.4% | -93.2% | -34.0% |
| YTD | -40.0% | -19.9% | -20.1% | -36.0% |
| 1Y | -39.3% | -10.0% | -29.3% | -37.3% |
| All | +46.1% | -38.3% | +84.4% | +72.6% |
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