+22.5%
KORU vs UPST
-48.7%
+71.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +9.4% | -14.7% | -12.2% |
| 7D | -24.3% | -3.1% | -21.2% | -22.8% |
| 30D | -54.2% | -4.0% | -50.2% | -53.1% |
| 3M | -45.4% | -22.9% | -22.6% | -34.1% |
| 6M | -66.5% | -27.1% | -39.3% | -55.8% |
| YTD | +14.9% | -46.5% | +61.4% | +51.1% |
| 1Y | +22.5% | -49.4% | +72.0% | +61.3% |
| All | +22.5% | -48.7% | +71.2% | +61.3% |
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