+113.7%
KLAC vs UPST
-56.5%
+170.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +9.0% | +7.7% |
| 7D | +5.7% | -3.5% | +9.3% | +6.7% |
| 30D | -3.6% | -7.1% | +3.5% | -2.0% |
| 3M | -12.8% | -13.1% | +0.3% | -9.7% |
| 6M | +26.1% | -1.1% | +27.1% | +24.9% |
| YTD | +53.3% | -35.9% | +89.2% | +66.3% |
| 1Y | +113.7% | -57.4% | +171.1% | +149.5% |
| All | +113.7% | -56.5% | +170.2% | +149.5% |
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