+42.9%
KDP vs UPST
-21.5%
+64.4%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -8.3% | +10.0% | +1.8% |
| 7D | +8.2% | -4.5% | +12.7% | +8.2% |
| 30D | +18.4% | -15.3% | +33.7% | +18.5% |
| 3M | +29.2% | -32.4% | +61.7% | +29.6% |
| 6M | +32.3% | -29.5% | +61.8% | +32.6% |
| YTD | +38.5% | -53.3% | +91.8% | +39.1% |
| 1Y | +48.5% | -47.4% | +95.9% | +49.0% |
| 3Y | +32.5% | -2.2% | +34.7% | +31.0% |
| 5Y | +19.7% | -92.0% | +111.7% | +17.8% |
| All | +42.9% | -21.5% | +64.4% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling