-24.4%
KVUE vs UPST
+105.9%
-130.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -6.1% | -12.0% | +5.9% | -5.9% |
| 30D | -5.6% | -16.0% | +10.5% | -5.2% |
| 3M | -0.3% | -17.2% | +16.8% | 0.0% |
| 6M | +1.4% | -10.9% | +12.2% | +1.4% |
| YTD | +6.7% | -42.6% | +49.4% | +7.6% |
| 1Y | +1.0% | -59.8% | +60.7% | +2.5% |
| 3Y | -5.4% | -17.9% | +12.5% | -7.2% |
| All | -24.4% | +105.9% | -130.4% | -25.8% |
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