-63.9%
KWEB vs UPST
-24.8%
-39.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | -0.1% |
| 7D | -7.8% | -10.6% | +2.8% | -6.8% |
| 30D | -6.4% | -14.0% | +7.5% | -5.3% |
| 3M | -14.6% | -36.8% | +22.2% | -10.9% |
| 6M | -25.0% | -27.5% | +2.5% | -23.3% |
| YTD | -32.7% | -55.3% | +22.6% | -28.3% |
| 1Y | -37.3% | -47.5% | +10.2% | -34.4% |
| 3Y | -5.9% | -10.4% | +4.5% | -15.1% |
| 5Y | -47.1% | -92.6% | +45.5% | -47.7% |
| All | -63.9% | -24.8% | -39.2% | -66.4% |
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