-37.5%
KEEL vs UPST
-90.4%
+52.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | +1.1% |
| 7D | +19.3% | -8.1% | +27.4% | +23.1% |
| 30D | +9.1% | -14.3% | +23.4% | +15.3% |
| 3M | -31.5% | -16.6% | -14.9% | -26.9% |
| 6M | +75.8% | -7.3% | +83.1% | +78.9% |
| YTD | +57.9% | -40.8% | +98.7% | +91.4% |
| 1Y | +133.3% | -62.4% | +195.8% | +233.4% |
| 3Y | +204.1% | -15.3% | +219.4% | +146.9% |
| 5Y | -37.5% | -91.1% | +53.5% | -23.5% |
| All | -37.5% | -90.4% | +52.9% | -23.5% |
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