+336.5%
KEEL vs UPST
+7.9%
+328.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.1% |
| 7D | +7.8% | -3.5% | +11.3% | +9.1% |
| 30D | -11.7% | -7.1% | -4.6% | -9.8% |
| 3M | -41.5% | -13.1% | -28.4% | -38.7% |
| 6M | +54.9% | -1.1% | +56.0% | +54.5% |
| YTD | +47.7% | -35.9% | +83.5% | +69.6% |
| 1Y | +177.6% | -57.4% | +235.0% | +260.8% |
| 3Y | +164.9% | -14.9% | +179.8% | +132.2% |
| 5Y | -45.9% | -88.7% | +42.8% | -42.4% |
| All | +336.5% | +7.9% | +328.6% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling