-13.7%
KMB vs UPST
-56.5%
+42.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.6% |
| 7D | -3.0% | -3.5% | +0.5% | -3.0% |
| 30D | -5.5% | -7.1% | +1.6% | -5.5% |
| 3M | +14.0% | -13.1% | +27.1% | +13.9% |
| 6M | +4.1% | -1.1% | +5.2% | +4.2% |
| YTD | +8.0% | -35.9% | +43.9% | +6.1% |
| 1Y | -13.7% | -57.4% | +43.7% | -15.4% |
| All | -13.7% | -56.5% | +42.8% | -15.4% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling