-30.7%
UPST vs KMX
-43.9%
+13.1%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | +0.1% | -8.4% | -8.4% |
| 7D | -4.5% | +1.5% | -6.0% | -5.5% |
| 30D | -15.3% | +3.0% | -18.3% | -17.7% |
| 3M | -32.4% | -7.8% | -24.6% | -29.1% |
| 6M | -29.5% | +34.3% | -63.9% | -46.4% |
| YTD | -53.3% | +40.2% | -93.6% | -67.3% |
| 1Y | -47.4% | +63.0% | -110.3% | -67.7% |
| 3Y | -2.2% | -14.5% | +12.3% | +2.0% |
| 5Y | -92.0% | -64.3% | -27.7% | -86.5% |
| All | -30.7% | -43.9% | +13.1% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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