-20.8%
KMB vs UPST
-62.0%
+41.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -4.1% |
| 7D | -8.6% | -8.1% | -0.5% | -8.6% |
| 30D | -7.5% | -14.3% | +6.8% | -7.5% |
| 3M | -0.6% | -16.6% | +16.0% | -0.6% |
| 6M | -1.5% | -7.3% | +5.7% | -1.4% |
| YTD | +1.6% | -40.8% | +42.4% | -0.3% |
| 1Y | -20.8% | -62.4% | +41.7% | -23.5% |
| All | -20.8% | -62.0% | +41.3% | -23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling