-50.1%
KVYO vs UPST
-12.4%
-37.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.5% | +1.0% |
| 7D | -12.1% | -8.8% | -3.3% | -10.1% |
| 30D | -5.2% | -12.1% | +6.9% | -2.3% |
| 3M | +14.5% | -19.5% | +34.0% | +19.9% |
| 6M | -17.6% | -6.8% | -10.8% | -16.3% |
| YTD | -49.6% | -41.5% | -8.1% | -44.1% |
| 1Y | -48.6% | -58.9% | +10.3% | -39.2% |
| All | -50.1% | -12.4% | -37.7% | -62.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling