+113.7%
KR vs UPST
-1.6%
+115.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.8% | +2.7% |
| 7D | -0.2% | -8.8% | +8.6% | -0.2% |
| 30D | +5.1% | -12.1% | +17.1% | +4.9% |
| 3M | -8.2% | -19.5% | +11.3% | -8.3% |
| 6M | -18.0% | -6.8% | -11.1% | -18.0% |
| YTD | -4.8% | -41.5% | +36.7% | -5.0% |
| 1Y | -11.0% | -58.9% | +47.8% | -11.4% |
| 3Y | +37.7% | -15.2% | +52.8% | +37.3% |
| 5Y | +52.8% | -90.5% | +143.3% | +50.0% |
| All | +113.7% | -1.6% | +115.3% | +123.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling