+522.4%
KORU vs UPST
-14.8%
+537.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.8% |
| 7D | +24.3% | -1.5% | +25.8% | +24.8% |
| 30D | +37.3% | -13.2% | +50.5% | +43.6% |
| 3M | -32.8% | -13.0% | -19.8% | -28.6% |
| 6M | +36.9% | -2.9% | +39.8% | +45.2% |
| YTD | +162.6% | -38.3% | +200.9% | +203.6% |
| 1Y | +467.0% | -60.5% | +527.5% | +615.8% |
| 3Y | +522.4% | -11.7% | +534.1% | +426.2% |
| All | +522.4% | -14.8% | +537.2% | +426.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling