+167.1%
KEYS vs UPST
-0.4%
+167.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.4% |
| 7D | +2.9% | -8.1% | +11.0% | +3.7% |
| 30D | -1.3% | -14.3% | +13.0% | 0.0% |
| 3M | -0.1% | -16.6% | +16.5% | +1.3% |
| 6M | +17.4% | -7.3% | +24.6% | +17.3% |
| YTD | +62.9% | -40.8% | +103.7% | +68.8% |
| 1Y | +95.7% | -62.4% | +158.2% | +110.1% |
| 3Y | +150.2% | -15.3% | +165.5% | +137.9% |
| 5Y | +83.1% | -91.1% | +174.2% | +76.4% |
| All | +167.1% | -0.4% | +167.6% | +141.6% |
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