+24.8%
KEY vs UPST
-51.0%
+75.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.9% | +6.3% | +0.5% |
| 7D | +1.8% | -13.5% | +15.3% | +3.8% |
| 30D | +7.1% | -19.6% | +26.8% | +10.2% |
| 3M | -5.9% | -34.2% | +28.3% | -0.6% |
| 6M | +2.2% | -31.2% | +33.4% | +6.3% |
| YTD | +6.4% | -56.2% | +62.6% | +17.5% |
| 1Y | +24.8% | -51.7% | +76.4% | +34.3% |
| All | +24.8% | -51.0% | +75.7% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling