+115.0%
KEY vs UPST
-28.6%
+143.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -1.9% |
| 7D | -2.5% | -10.9% | +8.4% | -0.9% |
| 30D | +4.1% | -7.2% | +11.3% | +5.0% |
| 3M | -8.4% | -26.7% | +18.3% | -4.4% |
| 6M | -2.3% | -29.0% | +26.7% | +1.7% |
| YTD | +4.6% | -49.4% | +53.9% | +13.4% |
| 1Y | +24.6% | -47.0% | +71.5% | +33.6% |
| All | +115.0% | -28.6% | +143.6% | +96.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling