+22.6%
KDP vs UPST
-92.2%
+114.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.0% | +1.7% |
| 7D | +4.0% | -12.1% | +16.0% | +4.1% |
| 30D | +16.8% | -13.4% | +30.2% | +17.0% |
| 3M | +32.0% | -31.2% | +63.2% | +32.6% |
| 6M | +35.2% | -28.3% | +63.5% | +35.6% |
| YTD | +40.9% | -53.0% | +93.9% | +41.9% |
| 1Y | +47.7% | -47.2% | +94.8% | +48.4% |
| 3Y | +34.8% | -1.5% | +36.3% | +32.1% |
| 5Y | +22.6% | -91.6% | +114.3% | +22.0% |
| All | +22.6% | -92.2% | +114.9% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling