-0.1%
KMB vs UPST
-91.6%
+91.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -8.3% | +7.2% | -1.0% |
| 7D | +6.0% | -4.5% | +10.5% | +6.1% |
| 30D | +13.5% | -15.3% | +28.8% | +13.6% |
| 3M | +3.8% | -32.4% | +36.2% | +3.9% |
| 6M | +15.6% | -29.5% | +45.1% | +15.7% |
| YTD | +14.0% | -53.3% | +67.3% | +14.2% |
| 1Y | +12.9% | -47.4% | +60.3% | +13.0% |
| 3Y | +3.7% | -2.2% | +5.9% | +3.0% |
| 5Y | -0.1% | -92.0% | +92.0% | -3.7% |
| All | -0.1% | -91.6% | +91.5% | -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 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