+154.7%
KMI vs UPST
-88.8%
+243.4%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.1% |
| YTD | +17.5% | -35.9% | +53.3% | +19.0% |
| 1Y | +22.3% | -57.4% | +79.7% | +25.9% |
| 3Y | +111.9% | -14.9% | +126.8% | +103.9% |
| All | +154.7% | -88.8% | +243.4% | +158.1% |
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