-4.8%
UPST vs KMX
-34.4%
+29.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.7% | -2.5% |
| 7D | -3.5% | +1.9% | -5.4% | -5.0% |
| 30D | -7.1% | +11.7% | -18.8% | -15.0% |
| 3M | -13.1% | +34.9% | -48.0% | -32.6% |
| 6M | -1.1% | +50.3% | -51.4% | -32.5% |
| YTD | -35.9% | +63.8% | -99.7% | -59.7% |
| 1Y | -57.4% | +3.8% | -61.3% | -62.3% |
| 3Y | -14.9% | -24.3% | +9.4% | -0.2% |
| 5Y | -88.7% | -50.2% | -38.4% | -82.7% |
| All | -4.8% | -34.4% | +29.6% | +88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling