+33.3%
KNX vs UPST
-4.9%
+38.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.0% |
| 7D | +9.2% | -10.6% | +19.9% | +10.9% |
| 30D | +0.9% | -14.0% | +14.9% | +2.8% |
| 3M | -12.7% | -36.8% | +24.1% | -7.4% |
| 6M | +7.3% | -27.5% | +34.9% | +11.4% |
| YTD | +23.1% | -55.3% | +78.4% | +34.5% |
| 1Y | +47.1% | -47.5% | +94.6% | +57.1% |
| 3Y | +33.3% | -10.4% | +43.7% | +24.5% |
| All | +33.3% | -4.9% | +38.2% | +24.5% |
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