-59.0%
KWEB vs UPST
+7.9%
-66.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.2% |
| 7D | -1.0% | -3.5% | +2.5% | -0.7% |
| 30D | -8.7% | -7.1% | -1.6% | -8.2% |
| 3M | -4.0% | -13.1% | +9.1% | -3.0% |
| 6M | -13.1% | -1.1% | -12.0% | -13.8% |
| YTD | -23.5% | -35.9% | +12.4% | -21.2% |
| 1Y | -27.2% | -57.4% | +30.3% | -22.3% |
| 3Y | -2.1% | -14.9% | +12.7% | -11.2% |
| 5Y | -40.8% | -88.7% | +47.9% | -43.7% |
| All | -59.0% | +7.9% | -66.9% | -63.1% |
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