+33.0%
KRE vs UPST
-90.2%
+123.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.8% |
| 7D | +2.3% | -1.5% | +3.8% | +2.5% |
| 30D | -2.5% | -13.2% | +10.7% | -0.9% |
| 3M | +6.2% | -13.0% | +19.2% | +7.6% |
| 6M | +15.8% | -2.9% | +18.7% | +15.0% |
| YTD | +16.0% | -38.3% | +54.3% | +21.1% |
| 1Y | +16.2% | -60.5% | +76.6% | +27.1% |
| 3Y | +86.4% | -11.7% | +98.2% | +71.1% |
| 5Y | +33.0% | -90.2% | +123.1% | +27.0% |
| All | +33.0% | -90.2% | +123.2% | +27.0% |
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 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