+35.9%
KDP vs UPST
-51.0%
+86.8%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -6.9% | -0.5% | -7.2% |
| 7D | -4.0% | -13.5% | +9.5% | -3.7% |
| 30D | +8.5% | -19.6% | +28.1% | +8.6% |
| 3M | +20.7% | -34.2% | +54.9% | +20.9% |
| 6M | +23.2% | -31.2% | +54.4% | +23.7% |
| YTD | +30.5% | -56.2% | +86.7% | +28.7% |
| 1Y | +35.9% | -51.7% | +87.5% | +33.8% |
| All | +35.9% | -51.0% | +86.8% | +33.8% |
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