+32.7%
KO vs UPST
-56.5%
+89.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.9% |
| 7D | -1.8% | -3.5% | +1.8% | -1.9% |
| 30D | +1.4% | -7.1% | +8.5% | +1.1% |
| 3M | +15.4% | -13.1% | +28.5% | +14.8% |
| 6M | +14.3% | -1.1% | +15.4% | +14.4% |
| YTD | +27.7% | -35.9% | +63.5% | +25.9% |
| 1Y | +32.7% | -57.4% | +90.1% | +29.0% |
| All | +32.7% | -56.5% | +89.2% | +29.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling