+43.5%
KDP vs UPST
-48.7%
+92.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +9.4% | -3.5% | +5.8% |
| 7D | +5.3% | -3.1% | +8.5% | +5.2% |
| 30D | +19.1% | -4.0% | +23.1% | +18.9% |
| 3M | +19.2% | -22.9% | +42.0% | +19.0% |
| 6M | +29.3% | -27.1% | +56.4% | +29.3% |
| YTD | +35.5% | -46.5% | +82.1% | +33.8% |
| 1Y | +43.5% | -49.4% | +92.9% | +42.1% |
| All | +43.5% | -48.7% | +92.2% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 1y: compounded portfolio wealth divided by compounded UPST 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…
1y analysis · Full analysis span regression · 6 months rolling