+236.8%
KGC vs UPST
-91.7%
+328.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +0.2% | -12.1% | +12.3% | +1.1% |
| 30D | -8.8% | -13.4% | +4.6% | -8.0% |
| 3M | -21.1% | -31.2% | +10.1% | -19.2% |
| 6M | -32.3% | -28.3% | -4.0% | -30.9% |
| YTD | -23.5% | -53.0% | +29.5% | -20.4% |
| 1Y | -15.0% | -47.2% | +32.2% | -12.2% |
| 3Y | +327.5% | -1.5% | +329.0% | +303.7% |
| All | +236.8% | -91.7% | +328.5% | +231.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling