+81.7%
KO vs UPST
-90.4%
+172.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | +8.3% | -16.6% | +25.0% | +8.4% |
| 6M | +14.0% | -7.3% | +21.3% | +14.0% |
| YTD | +26.9% | -40.8% | +67.7% | +27.1% |
| 1Y | +32.7% | -62.4% | +95.1% | +33.2% |
| 3Y | +63.9% | -15.3% | +79.3% | +61.8% |
| 5Y | +81.7% | -91.1% | +172.8% | +74.7% |
| All | +81.7% | -90.4% | +172.1% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling