-45.3%
KEEL vs UPST
-48.7%
+3.4%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +9.4% | -13.5% | -9.6% |
| 7D | -13.6% | -3.1% | -10.4% | -12.1% |
| 30D | -39.1% | -4.0% | -35.1% | -37.7% |
| 3M | -48.9% | -22.9% | -26.0% | -41.0% |
| 6M | -35.4% | -27.1% | -8.3% | -24.3% |
| YTD | -10.6% | -46.5% | +35.9% | +21.1% |
| 1Y | -45.3% | -49.4% | +4.1% | -23.9% |
| All | -45.3% | -48.7% | +3.4% | -23.9% |
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