+332.7%
KEEL vs UPST
-3.5%
+336.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.1% | -4.2% | -6.3% |
| 7D | +2.7% | -12.0% | +14.7% | +7.0% |
| 30D | +4.6% | -16.0% | +20.6% | +10.3% |
| 3M | -34.5% | -17.2% | -17.3% | -30.6% |
| 6M | +59.3% | -10.9% | +70.1% | +64.2% |
| YTD | +46.4% | -42.6% | +89.0% | +74.2% |
| 1Y | +96.6% | -59.8% | +156.4% | +161.4% |
| 3Y | +182.0% | -17.9% | +199.9% | +150.4% |
| 5Y | -38.2% | -90.7% | +52.5% | -31.1% |
| All | +332.7% | -3.5% | +336.2% | +84.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling