+482.2%
KORU vs UPST
-56.5%
+538.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.1% | +14.6% |
| 7D | +13.0% | -3.5% | +16.5% | +15.9% |
| 30D | +27.3% | -7.1% | +34.4% | +33.7% |
| 3M | -55.3% | -13.1% | -42.2% | -48.4% |
| 6M | +11.6% | -1.1% | +12.7% | +21.0% |
| YTD | +158.5% | -35.9% | +194.4% | +200.1% |
| 1Y | +482.2% | -57.4% | +539.6% | +575.5% |
| All | +482.2% | -56.5% | +538.7% | +575.5% |
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