+119.0%
KMI vs UPST
-11.9%
+130.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.6% |
| 7D | -0.5% | -3.5% | +3.0% | -0.4% |
| 30D | +0.9% | -7.1% | +8.0% | +1.2% |
| 3M | 0.0% | -13.1% | +13.1% | +0.4% |
| 6M | -5.7% | -1.1% | -4.6% | -6.2% |
| YTD | +17.5% | -35.9% | +53.3% | +19.3% |
| 1Y | +22.3% | -57.4% | +79.7% | +26.6% |
| All | +119.0% | -11.9% | +130.9% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling