-91.6%
UPST vs KIM
+34.6%
-126.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +1.6% |
| 7D | -10.6% | +0.1% | -10.8% | -10.7% |
| 30D | -14.0% | +14.1% | -28.1% | -30.0% |
| 3M | -36.8% | +6.0% | -42.8% | -42.6% |
| 6M | -27.5% | +13.2% | -40.8% | -42.2% |
| YTD | -55.3% | +30.4% | -85.7% | -72.1% |
| 1Y | -47.5% | +31.0% | -78.6% | -67.7% |
| 3Y | -10.4% | +67.6% | -78.1% | -63.7% |
| All | -91.6% | +34.6% | -126.2% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling