-12.1%
UPST vs KMX
-37.5%
+25.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.6% | -3.7% |
| 7D | -8.1% | -1.9% | -6.2% | -6.8% |
| 30D | -14.3% | +2.6% | -16.9% | -16.1% |
| 3M | -16.6% | +25.6% | -42.2% | -31.6% |
| 6M | -7.3% | +41.9% | -49.1% | -33.7% |
| YTD | -40.8% | +56.0% | -96.8% | -61.3% |
| 1Y | -62.4% | -1.8% | -60.7% | -65.2% |
| 3Y | -15.3% | -25.7% | +10.4% | +0.5% |
| 5Y | -91.1% | -54.7% | -36.3% | -85.8% |
| All | -12.1% | -37.5% | +25.4% | +80.4% |
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