-78.4%
KEEL vs UPST
-92.5%
+14.1%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.8% | -5.5% |
| 7D | -0.5% | -10.6% | +10.1% | +4.0% |
| 30D | -27.1% | -14.0% | -13.1% | -22.4% |
| 3M | -43.8% | -36.8% | -7.0% | -32.5% |
| 6M | -55.2% | -27.5% | -27.7% | -49.2% |
| YTD | -20.9% | -55.3% | +34.4% | +7.7% |
| 1Y | -28.5% | -47.5% | +19.1% | -8.7% |
| 3Y | +66.1% | -10.4% | +76.5% | +34.0% |
| All | -78.4% | -92.5% | +14.1% | -72.2% |
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