+16.2%
KDP vs UPST
-92.5%
+108.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.6% |
| 7D | -0.8% | -10.6% | +9.9% | -0.6% |
| 30D | +9.7% | -14.0% | +23.7% | +9.9% |
| 3M | +17.6% | -36.8% | +54.5% | +18.3% |
| 6M | +25.8% | -27.5% | +53.3% | +26.2% |
| YTD | +33.9% | -55.3% | +89.1% | +34.9% |
| 1Y | +38.9% | -47.5% | +86.4% | +39.6% |
| 3Y | +26.8% | -10.4% | +37.2% | +24.5% |
| All | +16.2% | -92.5% | +108.7% | +16.1% |
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 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