+83.7%
KEYS vs UPST
-90.2%
+173.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.8% | +5.7% | +2.3% |
| 7D | +4.4% | -1.5% | +5.9% | +4.6% |
| 30D | -2.2% | -13.2% | +11.0% | -0.8% |
| 3M | +0.5% | -13.0% | +13.5% | +1.9% |
| 6M | +22.4% | -2.9% | +25.3% | +21.5% |
| YTD | +64.1% | -38.3% | +102.4% | +70.7% |
| 1Y | +97.0% | -60.5% | +157.4% | +114.2% |
| 3Y | +152.0% | -11.7% | +163.8% | +133.3% |
| 5Y | +83.7% | -90.2% | +173.9% | +76.6% |
| All | +83.7% | -90.2% | +173.9% | +76.6% |
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 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