-24.5%
UPST vs KIM
+116.2%
-140.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +0.4% |
| 7D | +4.4% | +2.8% | +1.6% | +1.2% |
| 30D | -7.7% | +16.3% | -24.0% | -23.7% |
| 3M | -28.4% | +6.6% | -35.1% | -34.2% |
| 6M | -23.2% | +12.3% | -35.5% | -35.1% |
| YTD | -49.1% | +31.6% | -80.7% | -65.4% |
| 1Y | -42.4% | +31.5% | -73.9% | -60.8% |
| 3Y | +5.4% | +68.0% | -62.6% | -45.4% |
| 5Y | -92.9% | +38.7% | -131.6% | -94.8% |
| All | -24.5% | +116.2% | -140.7% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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