+97.5%
KTOS vs EPAM
-81.2%
+178.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.0% | -3.6% | -0.8% |
| 7D | -2.4% | +0.7% | -3.1% | -2.4% |
| 30D | -26.8% | +17.6% | -44.4% | -27.7% |
| 3M | -20.6% | +27.1% | -47.7% | -22.4% |
| 6M | -47.5% | -17.0% | -30.5% | -47.1% |
| YTD | -38.5% | -42.4% | +4.0% | -36.6% |
| 1Y | -31.0% | -25.3% | -5.7% | -30.4% |
| 3Y | +216.5% | -55.7% | +272.3% | +227.5% |
| All | +97.5% | -81.2% | +178.7% | +106.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling