+12.9%
KEY vs UPST
-93.2%
+106.1%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -2.0% |
| 7D | -2.5% | -10.9% | +8.4% | -1.1% |
| 30D | +4.1% | -7.2% | +11.3% | +4.9% |
| 3M | -8.4% | -26.7% | +18.3% | -4.9% |
| 6M | -2.3% | -29.0% | +26.7% | +1.2% |
| YTD | +4.6% | -49.4% | +53.9% | +12.2% |
| 1Y | +24.6% | -47.0% | +71.5% | +32.4% |
| 3Y | +112.8% | -27.0% | +139.8% | +99.1% |
| 5Y | +12.9% | -93.3% | +106.2% | +6.5% |
| All | +12.9% | -93.2% | +106.1% | +6.5% |
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