+86.9%
KNX vs UPST
+7.9%
+79.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.4% | +3.9% |
| 7D | +7.4% | -3.5% | +10.9% | +7.7% |
| 30D | +2.0% | -7.1% | +9.1% | +2.5% |
| 3M | -7.9% | -13.1% | +5.2% | -7.0% |
| 6M | +14.4% | -1.1% | +15.5% | +13.9% |
| YTD | +38.9% | -35.9% | +74.8% | +42.5% |
| 1Y | +65.9% | -57.4% | +123.3% | +74.7% |
| 3Y | +35.8% | -14.9% | +50.7% | +30.7% |
| 5Y | +43.3% | -88.7% | +132.0% | +37.0% |
| All | +86.9% | +7.9% | +79.0% | +62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling