+123.6%
KEY vs UPST
-13.8%
+137.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.5% |
| 7D | +2.2% | -3.5% | +5.7% | +2.8% |
| 30D | -3.0% | -7.1% | +4.1% | -2.0% |
| 3M | +3.3% | -13.1% | +16.4% | +5.1% |
| 6M | +9.2% | -1.1% | +10.3% | +7.6% |
| YTD | +10.6% | -35.9% | +46.5% | +16.5% |
| 1Y | +20.4% | -57.4% | +77.8% | +34.6% |
| All | +123.6% | -13.8% | +137.4% | +103.8% |
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 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