+12.1%
KWEB vs EPAM
+461.1%
-448.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | -7.5% | -1.1% | -6.3% | -7.2% |
| 30D | -7.3% | +41.8% | -49.2% | -17.3% |
| 3M | -16.8% | +63.4% | -80.2% | -29.2% |
| 6M | -21.4% | +72.2% | -93.6% | -35.5% |
| YTD | -32.7% | -20.0% | -12.7% | -31.1% |
| 1Y | -38.2% | -9.0% | -29.1% | -39.3% |
| 3Y | -4.8% | -30.4% | +25.6% | -4.4% |
| 5Y | -47.1% | -75.6% | +28.4% | -33.1% |
| 10Y | -22.4% | +161.2% | -183.6% | -58.1% |
| All | +12.1% | +461.1% | -448.9% | -51.2% |
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