+56.8%
KORU vs UPST
-0.4%
+57.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.6% | +2.3% |
| 7D | +20.1% | -8.1% | +28.2% | +22.1% |
| 30D | +47.5% | -14.3% | +61.8% | +52.1% |
| 3M | -30.1% | -16.6% | -13.4% | -26.6% |
| 6M | +20.1% | -7.3% | +27.4% | +26.1% |
| YTD | +166.6% | -40.8% | +207.4% | +199.0% |
| 1Y | +458.9% | -62.4% | +521.4% | +571.6% |
| 3Y | +531.8% | -15.3% | +547.1% | +501.0% |
| 5Y | +67.7% | -91.1% | +158.7% | +66.6% |
| All | +56.8% | -0.4% | +57.2% | +67.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling