-4.3%
KGC vs UPST
-48.7%
+44.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +9.4% | -1.9% | +5.5% |
| 7D | -6.8% | -3.1% | -3.6% | -6.3% |
| 30D | -9.2% | -4.0% | -5.2% | -8.6% |
| 3M | -9.1% | -22.9% | +13.8% | -4.9% |
| 6M | -25.7% | -27.1% | +1.5% | -21.7% |
| YTD | -23.6% | -46.5% | +22.9% | -18.8% |
| 1Y | -4.3% | -49.4% | +45.1% | +2.1% |
| All | -4.3% | -48.7% | +44.4% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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