+94.5%
KEYS vs UPST
-61.4%
+155.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.3% | -0.1% |
| 7D | +2.9% | -8.1% | +11.0% | +4.3% |
| 30D | -1.3% | -14.3% | +13.0% | +1.0% |
| 3M | -0.1% | -16.6% | +16.5% | +2.4% |
| 6M | +17.4% | -7.3% | +24.6% | +15.9% |
| YTD | +62.9% | -40.8% | +103.7% | +72.2% |
| All | +94.5% | -61.4% | +155.9% | +112.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling