-55.2%
KEEL vs UPST
-28.9%
-26.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.8% | -5.9% |
| 7D | -0.5% | -10.6% | +10.1% | +6.1% |
| 30D | -27.1% | -14.0% | -13.1% | -19.6% |
| 3M | -43.8% | -36.8% | -7.0% | -26.3% |
| 6M | -55.2% | -27.5% | -27.7% | -47.6% |
| All | -55.2% | -28.9% | -26.3% | -47.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling