+79.2%
KNX vs UPST
-3.5%
+82.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.6% |
| 7D | -0.5% | -12.0% | +11.5% | +0.5% |
| 30D | +1.0% | -16.0% | +17.0% | +2.4% |
| 3M | -12.6% | -17.2% | +4.5% | -11.5% |
| 6M | +21.1% | -10.9% | +32.0% | +21.6% |
| YTD | +33.2% | -42.6% | +75.8% | +37.9% |
| 1Y | +67.8% | -59.8% | +127.6% | +77.6% |
| 3Y | +37.3% | -17.9% | +55.2% | +32.8% |
| 5Y | +41.1% | -90.7% | +131.8% | +36.3% |
| All | +79.2% | -3.5% | +82.7% | +57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling