-35.0%
UPST vs KMX
-45.5%
+10.5%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.4% | -4.4% | -5.0% |
| 7D | -13.5% | 0.0% | -13.5% | -13.5% |
| 30D | -19.6% | +3.5% | -23.1% | -22.1% |
| 3M | -34.2% | -10.4% | -23.8% | -29.3% |
| 6M | -31.2% | +37.6% | -68.8% | -48.6% |
| YTD | -56.2% | +36.1% | -92.3% | -68.6% |
| 1Y | -51.7% | +52.8% | -104.4% | -68.7% |
| 3Y | -8.2% | -17.0% | +8.8% | -2.0% |
| 5Y | -92.8% | -64.7% | -28.1% | -87.4% |
| All | -35.0% | -45.5% | +10.5% | +46.5% |
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