+41.8%
KNX vs UPST
-90.4%
+132.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.0% | +1.2% | -2.4% |
| 7D | +2.3% | -8.1% | +10.4% | +3.2% |
| 30D | +0.5% | -14.3% | +14.8% | +2.0% |
| 3M | -14.1% | -16.6% | +2.5% | -12.7% |
| 6M | +19.8% | -7.3% | +27.0% | +20.0% |
| YTD | +32.7% | -40.8% | +73.5% | +38.3% |
| 1Y | +62.3% | -62.4% | +124.8% | +75.7% |
| 3Y | +36.8% | -15.3% | +52.1% | +29.8% |
| 5Y | +41.8% | -91.1% | +132.8% | +36.3% |
| All | +41.8% | -90.4% | +132.2% | +36.3% |
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 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