+14.5%
KEY vs UPST
-92.5%
+106.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.3% |
| 7D | +2.9% | -10.6% | +13.6% | +4.4% |
| 30D | +8.4% | -14.0% | +22.4% | +10.4% |
| 3M | -5.8% | -36.8% | +31.1% | -0.2% |
| 6M | +5.4% | -27.5% | +33.0% | +9.0% |
| YTD | +7.1% | -55.3% | +62.3% | +16.8% |
| 1Y | +26.8% | -47.5% | +74.3% | +35.1% |
| 3Y | +128.7% | -10.4% | +139.1% | +109.9% |
| All | +14.5% | -92.5% | +106.9% | +12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling