+70.4%
KRE vs UPST
+7.9%
+62.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.2% | +0.7% |
| 7D | +1.3% | -3.5% | +4.8% | +1.6% |
| 30D | -2.7% | -7.1% | +4.4% | -2.1% |
| 3M | +8.2% | -13.1% | +21.3% | +9.3% |
| 6M | +12.8% | -1.1% | +13.9% | +12.0% |
| YTD | +17.5% | -35.9% | +53.4% | +21.0% |
| 1Y | +16.6% | -57.4% | +74.0% | +24.0% |
| 3Y | +79.5% | -14.9% | +94.3% | +69.9% |
| 5Y | +32.4% | -88.7% | +121.1% | +24.5% |
| All | +70.4% | +7.9% | +62.5% | +55.2% |
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