-66.7%
UPST vs KRMN
+33.3%
-99.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.2% |
| 7D | -3.5% | -12.3% | +8.7% | +0.7% |
| 30D | -7.1% | -27.5% | +20.3% | +3.2% |
| 3M | -13.1% | -26.5% | +13.4% | -4.8% |
| 6M | -1.1% | -59.6% | +58.5% | +32.7% |
| YTD | -35.9% | -45.4% | +9.5% | -25.3% |
| 1Y | -57.4% | -25.1% | -32.3% | -56.3% |
| All | -66.7% | +33.3% | -99.9% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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