+135.2%
KEYS vs UPST
-21.5%
+156.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -8.3% | +9.1% | +1.6% |
| 7D | -4.5% | -4.5% | 0.0% | -4.2% |
| 30D | -23.9% | -15.3% | -8.5% | -22.8% |
| 3M | -13.1% | -32.4% | +19.3% | -10.3% |
| 6M | -19.1% | -29.5% | +10.4% | -17.1% |
| YTD | +43.4% | -53.3% | +96.8% | +51.4% |
| 1Y | +58.8% | -47.4% | +106.2% | +65.7% |
| 3Y | +134.6% | -2.2% | +136.8% | +122.3% |
| 5Y | +58.7% | -92.0% | +150.8% | +55.5% |
| All | +135.2% | -21.5% | +156.7% | +116.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling