-30.2%
UPST vs KMX
-44.2%
+13.9%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.3% | +1.2% |
| 7D | -12.1% | -2.3% | -9.8% | -10.6% |
| 30D | -13.4% | +6.3% | -19.7% | -17.8% |
| 3M | -31.2% | -7.4% | -23.8% | -28.1% |
| 6M | -28.3% | +37.9% | -66.2% | -46.6% |
| YTD | -53.0% | +39.5% | -92.5% | -66.9% |
| 1Y | -47.2% | +57.9% | -105.0% | -66.7% |
| 3Y | -1.5% | -15.0% | +13.5% | +3.2% |
| 5Y | -91.6% | -64.1% | -27.5% | -85.7% |
| All | -30.2% | -44.2% | +13.9% | +54.2% |
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