-60.5%
UPST vs KIM
+10.5%
-70.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.7% | -4.5% | -4.1% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -13.2% | -1.7% | -11.5% | -12.6% |
| 3M | -13.0% | -0.8% | -12.1% | -13.6% |
| 6M | -2.9% | +4.4% | -7.3% | -7.1% |
| YTD | -38.3% | +21.2% | -59.5% | -46.1% |
| 1Y | -60.5% | +10.5% | -71.0% | -66.2% |
| All | -60.5% | +10.5% | -70.9% | -66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling