+286.2%
KGC vs UPST
-93.6%
+379.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.1% | +4.1% | +3.1% |
| 7D | +10.5% | -4.9% | +15.4% | +10.8% |
| 30D | -4.1% | -8.9% | +4.8% | -3.5% |
| 3M | -13.1% | -26.3% | +13.2% | -11.5% |
| 6M | -27.5% | -23.7% | -3.8% | -26.4% |
| YTD | -20.7% | -49.9% | +29.2% | -18.0% |
| 1Y | -6.1% | -42.0% | +35.9% | -3.7% |
| 3Y | +318.6% | -25.3% | +343.9% | +301.3% |
| All | +286.2% | -93.6% | +379.8% | +253.4% |
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