+13.6%
KNX vs UPST
-92.5%
+106.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.1% | +1.2% | +3.1% |
| 7D | +9.2% | -10.6% | +19.9% | +10.5% |
| 30D | +0.9% | -14.0% | +14.9% | +2.3% |
| 3M | -12.7% | -36.8% | +24.1% | -8.7% |
| 6M | +7.3% | -27.5% | +34.9% | +10.4% |
| YTD | +23.1% | -55.3% | +78.4% | +31.8% |
| 1Y | +47.1% | -47.5% | +94.6% | +54.8% |
| 3Y | +33.3% | -10.4% | +43.7% | +26.9% |
| All | +13.6% | -92.5% | +106.1% | +14.5% |
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 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