-47.5%
UPST vs KMX
+55.6%
-103.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +1.6% |
| 7D | -10.6% | +3.4% | -14.0% | -11.9% |
| 30D | -14.0% | +6.8% | -20.8% | -16.5% |
| 3M | -36.8% | -11.4% | -25.5% | -33.8% |
| 6M | -27.5% | +43.6% | -71.1% | -39.2% |
| YTD | -55.3% | +37.7% | -93.0% | -64.3% |
| 1Y | -47.5% | +53.0% | -100.5% | -62.7% |
| All | -47.5% | +55.6% | -103.2% | -62.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling