+0.3%
KMB vs UPST
-24.8%
+25.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.1% | -0.1% | +2.1% |
| 7D | +0.9% | -10.6% | +11.6% | +0.9% |
| 30D | +10.1% | -14.0% | +24.1% | +10.1% |
| 3M | 0.0% | -36.8% | +36.9% | 0.0% |
| 6M | +15.7% | -27.5% | +43.2% | +15.7% |
| YTD | +12.6% | -55.3% | +67.9% | +12.6% |
| 1Y | +10.1% | -47.5% | +57.7% | +10.1% |
| 3Y | +2.1% | -10.4% | +12.6% | +2.2% |
| 5Y | -0.7% | -92.6% | +91.9% | -2.3% |
| All | +0.3% | -24.8% | +25.1% | +3.7% |
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