-50.8%
KVYO vs UPST
-14.1%
-36.7%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.1% |
| 7D | -18.4% | -12.0% | -6.4% | -15.8% |
| 30D | -12.1% | -16.0% | +3.9% | -8.5% |
| 3M | +11.2% | -17.2% | +28.3% | +15.6% |
| 6M | -19.8% | -10.9% | -8.9% | -17.7% |
| YTD | -50.3% | -42.6% | -7.7% | -44.6% |
| 1Y | -48.3% | -59.8% | +11.5% | -38.5% |
| All | -50.8% | -14.1% | -36.7% | -63.0% |
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 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