-8.2%
UPST vs KMX
-22.2%
+14.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.4% |
| 7D | -3.5% | +1.9% | -5.4% | -4.8% |
| 30D | -7.1% | +11.7% | -18.8% | -14.2% |
| 3M | -13.1% | +34.9% | -48.0% | -30.8% |
| 6M | -1.1% | +50.3% | -51.4% | -30.0% |
| YTD | -35.9% | +63.8% | -99.7% | -58.0% |
| 1Y | -57.4% | +3.8% | -61.3% | -60.4% |
| All | -8.2% | -22.2% | +14.0% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling