+27.5%
KWEB vs EPAM
+300.8%
-273.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.4% | +4.4% | +2.7% |
| 7D | -1.0% | +2.0% | -3.0% | -1.7% |
| 30D | -8.7% | +6.5% | -15.3% | -11.1% |
| 3M | -4.0% | +19.9% | -23.9% | -10.6% |
| 6M | -13.1% | -16.9% | +3.8% | -10.1% |
| YTD | -23.5% | -42.9% | +19.4% | -12.3% |
| 1Y | -27.2% | -30.4% | +3.2% | -22.0% |
| 3Y | -2.1% | -54.7% | +52.6% | +13.5% |
| 5Y | -40.8% | -81.8% | +41.0% | -17.9% |
| 10Y | -17.5% | +65.5% | -82.9% | -48.4% |
| All | +27.5% | +300.8% | -273.3% | -37.8% |
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