-18.0%
KVUE vs UPST
+88.8%
-106.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +10.3% | +2.7% | +12.6% |
| 7D | +13.0% | +10.3% | +2.7% | +12.6% |
| 30D | +13.0% | +10.3% | +2.7% | +12.6% |
| 3M | +13.0% | +10.3% | +2.7% | +12.6% |
| 6M | +13.0% | +10.3% | +2.7% | +12.6% |
| YTD | +13.0% | +10.3% | +2.7% | +12.6% |
| 1Y | +13.0% | +10.3% | +2.7% | +12.6% |
| 3Y | +17.3% | -1.3% | +18.6% | +17.3% |
| All | -18.0% | +88.8% | -106.8% | -17.7% |
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