+368.7%
KGC vs UPST
+7.9%
+360.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.6% | -2.2% |
| 7D | -1.3% | -3.5% | +2.3% | -1.1% |
| 30D | +20.3% | -7.1% | +27.4% | +20.7% |
| 3M | +8.1% | -13.1% | +21.2% | +8.8% |
| 6M | -8.8% | -1.1% | -7.7% | -8.9% |
| YTD | +10.1% | -35.9% | +45.9% | +11.8% |
| 1Y | +44.2% | -57.4% | +101.6% | +48.5% |
| 3Y | +533.0% | -14.9% | +547.9% | +508.7% |
| 5Y | +443.0% | -88.7% | +531.7% | +422.3% |
| All | +368.7% | +7.9% | +360.8% | +310.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling