+65.4%
KNX vs UPST
-56.5%
+121.9%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.6% | +5.1% | +3.8% |
| 7D | +7.1% | -3.5% | +10.6% | +7.8% |
| 30D | +1.7% | -7.1% | +8.8% | +2.9% |
| 3M | -8.1% | -13.1% | +4.9% | -6.1% |
| 6M | +14.0% | -1.1% | +15.1% | +12.4% |
| YTD | +38.5% | -35.9% | +74.4% | +45.2% |
| 1Y | +65.4% | -57.4% | +122.8% | +75.0% |
| All | +65.4% | -56.5% | +121.9% | +75.0% |
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 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