+57.9%
KORU vs UPST
-90.2%
+148.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +2.6% |
| 7D | +24.3% | -1.5% | +25.8% | +24.7% |
| 30D | +37.3% | -13.2% | +50.5% | +42.6% |
| 3M | -32.8% | -13.0% | -19.8% | -29.2% |
| 6M | +36.9% | -2.9% | +39.8% | +44.0% |
| YTD | +162.6% | -38.3% | +200.9% | +201.4% |
| 1Y | +467.0% | -60.5% | +527.5% | +610.5% |
| 3Y | +522.4% | -11.7% | +534.1% | +459.7% |
| 5Y | +57.9% | -90.2% | +148.0% | +63.4% |
| All | +57.9% | -90.2% | +148.1% | +63.4% |
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