+33.2%
KO vs UPST
-62.6%
+95.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.2% |
| 7D | -1.1% | -12.0% | +10.9% | -1.7% |
| 30D | +1.6% | -16.0% | +17.6% | +0.7% |
| 3M | +5.8% | -17.2% | +22.9% | +4.9% |
| 6M | +14.3% | -10.9% | +25.2% | +13.8% |
| YTD | +27.3% | -42.6% | +69.9% | +24.8% |
| 1Y | +33.2% | -59.8% | +93.0% | +28.3% |
| All | +33.2% | -62.6% | +95.7% | +28.3% |
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 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