+572.1%
KTOS vs EPAM
+732.9%
-160.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.5% |
| 7D | -2.3% | -4.5% | +2.1% | -1.5% |
| 30D | -26.3% | +14.6% | -40.9% | -28.2% |
| 3M | -14.3% | +23.1% | -37.4% | -18.6% |
| 6M | -47.2% | -19.5% | -27.7% | -45.7% |
| YTD | -38.1% | -44.1% | +6.0% | -32.6% |
| 1Y | -28.4% | -25.2% | -3.3% | -26.6% |
| 3Y | +219.6% | -56.8% | +276.4% | +254.2% |
| 5Y | +107.0% | -81.7% | +188.7% | +157.3% |
| 10Y | +619.4% | +68.2% | +551.3% | +388.1% |
| All | +572.1% | +732.9% | -160.8% | +352.9% |
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