+458.9%
KORU vs UPST
-62.0%
+521.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.0% | +5.6% | +4.3% |
| 7D | +20.1% | -8.1% | +28.2% | +26.8% |
| 30D | +47.5% | -14.3% | +61.8% | +63.1% |
| 3M | -30.1% | -16.6% | -13.4% | -18.9% |
| 6M | +20.1% | -7.3% | +27.4% | +37.0% |
| YTD | +166.6% | -40.8% | +207.4% | +226.1% |
| 1Y | +458.9% | -62.4% | +521.4% | +580.7% |
| All | +458.9% | -62.0% | +521.0% | +580.7% |
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 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