+177.6%
KEEL vs UPST
-56.5%
+234.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.6% |
| 7D | +7.8% | -3.5% | +11.3% | +10.1% |
| 30D | -11.7% | -7.1% | -4.6% | -8.2% |
| 3M | -41.5% | -13.1% | -28.4% | -36.7% |
| 6M | +54.9% | -1.1% | +56.0% | +49.5% |
| YTD | +47.7% | -35.9% | +83.5% | +83.8% |
| 1Y | +177.6% | -57.4% | +235.0% | +335.0% |
| All | +177.6% | -56.5% | +234.1% | +335.0% |
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 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