-60.1%
KTOS vs EPAM
-15.2%
-44.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.6% | -11.7% | -12.3% |
| 7D | -12.7% | +0.8% | -13.5% | -12.7% |
| 30D | -14.4% | +24.9% | -39.4% | -14.9% |
| 3M | -30.7% | +22.6% | -53.3% | -31.2% |
| 6M | -41.9% | +24.2% | -66.1% | -43.1% |
| YTD | -52.6% | -33.0% | -19.7% | -56.4% |
| 1Y | -60.1% | -13.3% | -46.8% | -68.6% |
| All | -60.1% | -15.2% | -44.9% | -68.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling