-2.3%
KEY vs UPST
-31.6%
+29.3%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -2.2% |
| 7D | -2.5% | -10.9% | +8.4% | -1.4% |
| 30D | +4.1% | -7.2% | +11.3% | +4.7% |
| 3M | -8.4% | -26.7% | +18.3% | -5.9% |
| 6M | -2.3% | -29.0% | +26.7% | 0.0% |
| All | -2.3% | -31.6% | +29.3% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling