-5.9%
KWEB vs UPST
-4.9%
-1.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.1% | 0.0% |
| 7D | -7.8% | -10.6% | +2.8% | -7.2% |
| 30D | -6.4% | -14.0% | +7.5% | -5.7% |
| 3M | -14.6% | -36.8% | +22.2% | -12.3% |
| 6M | -25.0% | -27.5% | +2.5% | -23.9% |
| YTD | -32.7% | -55.3% | +22.6% | -30.1% |
| 1Y | -37.3% | -47.5% | +10.2% | -35.5% |
| 3Y | -5.9% | -10.4% | +4.5% | -8.8% |
| All | -5.9% | -4.9% | -1.0% | -8.8% |
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 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