-92.9%
UPST vs KMX
-64.7%
-28.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.1% | -3.5% | -2.7% |
| 7D | +4.4% | -4.1% | +8.5% | +8.0% |
| 30D | -7.7% | +2.9% | -10.5% | -10.5% |
| 3M | -28.4% | -7.0% | -21.4% | -25.2% |
| 6M | -23.2% | +34.1% | -57.3% | -43.4% |
| YTD | -49.1% | +40.0% | -89.2% | -66.0% |
| 1Y | -42.4% | +67.2% | -109.6% | -67.8% |
| 3Y | +5.4% | -13.4% | +18.8% | +5.0% |
| 5Y | -92.9% | -65.1% | -27.9% | -78.9% |
| All | -92.9% | -64.7% | -28.2% | -78.9% |
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