+643.6%
KLAC vs UPST
-0.4%
+644.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.0% | +0.8% | -2.7% |
| 7D | +6.2% | -8.1% | +14.3% | +7.2% |
| 30D | -5.0% | -14.3% | +9.3% | -3.4% |
| 3M | -14.4% | -16.6% | +2.2% | -12.6% |
| 6M | +28.3% | -7.3% | +35.6% | +28.8% |
| YTD | +51.1% | -40.8% | +91.9% | +59.0% |
| 1Y | +100.4% | -62.4% | +162.8% | +120.5% |
| 3Y | +276.3% | -15.3% | +291.7% | +253.5% |
| 5Y | +452.1% | -91.1% | +543.1% | +432.9% |
| All | +643.6% | -0.4% | +644.1% | +582.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling