+62.4%
KO vs UPST
-16.7%
+79.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.1% | -0.9% |
| 7D | -0.8% | -8.1% | +7.3% | -0.8% |
| 30D | +0.8% | -14.3% | +15.1% | +0.7% |
| 3M | +8.3% | -16.6% | +25.0% | +8.2% |
| 6M | +14.0% | -7.3% | +21.3% | +14.0% |
| YTD | +26.9% | -40.8% | +67.7% | +26.7% |
| 1Y | +32.7% | -62.4% | +95.1% | +32.5% |
| All | +62.4% | -16.7% | +79.1% | +58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling