+114.1%
KR vs UPST
+7.9%
+106.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.1% |
| 7D | +1.5% | -3.5% | +5.0% | +1.5% |
| 30D | +4.1% | -7.1% | +11.2% | +4.0% |
| 3M | -5.2% | -13.1% | +7.9% | -5.3% |
| 6M | -12.8% | -1.1% | -11.7% | -12.7% |
| YTD | -4.6% | -35.9% | +31.2% | -4.8% |
| 1Y | -11.7% | -57.4% | +45.7% | -12.0% |
| 3Y | +36.3% | -14.9% | +51.1% | +36.0% |
| 5Y | +40.0% | -88.7% | +128.6% | +37.6% |
| All | +114.1% | +7.9% | +106.2% | +124.3% |
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