-90.2%
UPST vs KMX
-52.4%
-37.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.3% | +0.5% | -0.2% |
| 7D | -1.5% | -0.7% | -0.8% | -0.9% |
| 30D | -13.2% | +4.1% | -17.3% | -16.3% |
| 3M | -13.0% | +27.5% | -40.5% | -30.9% |
| 6M | -2.9% | +43.6% | -46.4% | -33.7% |
| YTD | -38.3% | +56.8% | -95.1% | -61.6% |
| 1Y | -60.5% | -1.3% | -59.1% | -63.9% |
| 3Y | -11.7% | -25.4% | +13.6% | +4.9% |
| 5Y | -90.2% | -53.9% | -36.3% | -80.7% |
| All | -90.2% | -52.4% | -37.8% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling