+16.6%
KMB vs UPST
-31.6%
+48.2%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.3% | +6.8% | +2.0% |
| 7D | +0.4% | -10.9% | +11.3% | +1.1% |
| 30D | +14.1% | -7.2% | +21.4% | +14.5% |
| 3M | -0.5% | -26.7% | +26.2% | +0.5% |
| 6M | +16.6% | -29.0% | +45.6% | +17.9% |
| All | +16.6% | -31.6% | +48.2% | +17.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling