-26.6%
KORU vs UPST
-92.2%
+65.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.7% | +17.7% | +18.2% |
| 7D | -18.1% | -12.1% | -6.1% | -14.4% |
| 30D | -45.7% | -13.4% | -32.3% | -43.2% |
| 3M | -51.6% | -31.2% | -20.4% | -46.0% |
| 6M | -82.6% | -28.3% | -54.3% | -80.2% |
| YTD | -5.9% | -53.0% | +47.1% | +17.2% |
| 1Y | +3.3% | -47.2% | +50.5% | +24.6% |
| 3Y | +154.5% | -1.5% | +156.0% | +129.7% |
| 5Y | -26.6% | -91.6% | +65.1% | -20.8% |
| All | -26.6% | -92.2% | +65.6% | -20.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling