+40.7%
KO vs UPST
-50.9%
+91.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.9% | +6.7% | -0.5% |
| 7D | +1.8% | -13.5% | +15.3% | +1.1% |
| 30D | +8.1% | -19.6% | +27.8% | +7.0% |
| 3M | +13.0% | -34.2% | +47.2% | +10.7% |
| 6M | +23.3% | -31.2% | +54.5% | +21.2% |
| YTD | +42.1% | -56.2% | +98.3% | +35.7% |
| All | +40.7% | -50.9% | +91.6% | +31.6% |
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 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