-61.6%
KWEB vs UPST
-3.5%
-58.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -1.1% |
| 7D | -4.3% | -12.0% | +7.7% | -3.1% |
| 30D | -13.0% | -16.0% | +3.0% | -11.6% |
| 3M | -7.6% | -17.2% | +9.6% | -6.1% |
| 6M | -21.1% | -10.9% | -10.3% | -20.9% |
| YTD | -28.2% | -42.6% | +14.4% | -25.2% |
| 1Y | -34.9% | -59.8% | +24.9% | -30.1% |
| 3Y | -0.8% | -17.9% | +17.1% | -9.7% |
| 5Y | -43.6% | -90.7% | +47.2% | -45.5% |
| All | -61.6% | -3.5% | -58.1% | -65.0% |
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 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