+470.4%
KLAC vs UPST
-90.0%
+560.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.8% | +5.6% | +2.4% |
| 7D | +10.6% | -1.5% | +12.1% | +10.8% |
| 30D | -4.5% | -13.2% | +8.7% | -2.6% |
| 3M | -10.3% | -13.0% | +2.7% | -8.4% |
| 6M | +40.9% | -2.9% | +43.8% | +40.5% |
| YTD | +56.1% | -38.3% | +94.4% | +65.4% |
| 1Y | +109.0% | -60.5% | +169.5% | +134.0% |
| 3Y | +288.8% | -11.7% | +300.6% | +252.3% |
| All | +470.4% | -90.0% | +560.4% | +464.3% |
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 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