+73.2%
KEY vs UPST
-15.8%
+89.0%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | -1.3% | -4.9% | +3.6% | -0.8% |
| 30D | +5.1% | -8.9% | +14.0% | +6.0% |
| 3M | -7.1% | -26.3% | +19.2% | -4.5% |
| 6M | -4.4% | -23.7% | +19.4% | -2.4% |
| YTD | +4.0% | -49.9% | +54.0% | +10.0% |
| 1Y | +23.4% | -42.0% | +65.4% | +28.3% |
| 3Y | +113.9% | -25.3% | +139.2% | +105.0% |
| 5Y | +12.3% | -93.4% | +105.7% | +8.3% |
| All | +73.2% | -15.8% | +89.0% | +58.4% |
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