+78.1%
KEY vs UPST
-20.9%
+99.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.3% | +0.4% |
| 7D | -0.5% | -12.1% | +11.6% | +0.8% |
| 30D | +6.7% | -13.4% | +20.2% | +8.1% |
| 3M | -4.6% | -31.2% | +26.6% | -1.2% |
| 6M | +2.6% | -28.3% | +30.9% | +5.4% |
| YTD | +7.0% | -53.0% | +59.9% | +13.8% |
| 1Y | +23.5% | -47.2% | +70.6% | +29.6% |
| 3Y | +126.4% | -1.5% | +127.9% | +113.2% |
| 5Y | +13.0% | -91.6% | +104.7% | +9.0% |
| All | +78.1% | -20.9% | +99.1% | +63.9% |
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