+13.2%
KRE vs UPST
-93.3%
+106.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.5% |
| 7D | -0.4% | +4.4% | -4.8% | -0.9% |
| 30D | +6.4% | -7.7% | +14.1% | +7.3% |
| 3M | -3.1% | -28.4% | +25.4% | +0.5% |
| 6M | +6.4% | -23.2% | +29.5% | +8.8% |
| YTD | +15.3% | -49.1% | +64.4% | +22.8% |
| 1Y | +23.3% | -42.4% | +65.6% | +29.1% |
| 3Y | +93.6% | +5.4% | +88.3% | +75.7% |
| 5Y | +13.2% | -92.9% | +106.1% | +7.5% |
| All | +13.2% | -93.3% | +106.6% | +7.5% |
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