+206.1%
KLAC vs UPST
+2.1%
+204.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.6% | +7.7% | +9.0% |
| 7D | -1.1% | +4.4% | -5.5% | -1.9% |
| 30D | -22.6% | -7.7% | -14.9% | -21.6% |
| 3M | -23.5% | -28.4% | +4.9% | -19.4% |
| 6M | -18.8% | -23.2% | +4.4% | -15.5% |
| YTD | +25.0% | -49.1% | +74.2% | +36.9% |
| 1Y | +27.5% | -42.4% | +69.9% | +36.8% |
| 3Y | +206.1% | +5.4% | +200.8% | +206.3% |
| All | +206.1% | +2.1% | +204.1% | +206.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling