+52.1%
KORU vs UPST
+7.9%
+44.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.1% | +13.8% |
| 7D | +13.0% | -3.5% | +16.5% | +13.9% |
| 30D | +27.3% | -7.1% | +34.4% | +29.3% |
| 3M | -55.3% | -13.1% | -42.2% | -53.0% |
| 6M | +11.6% | -1.1% | +12.7% | +15.6% |
| YTD | +158.5% | -35.9% | +194.4% | +185.5% |
| 1Y | +482.2% | -57.4% | +539.6% | +583.3% |
| 3Y | +471.9% | -14.9% | +486.8% | +441.6% |
| 5Y | +41.1% | -88.7% | +129.8% | +37.3% |
| All | +52.1% | +7.9% | +44.2% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling