+164.1%
KEYS vs UPST
+7.9%
+156.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.1% | +1.6% |
| 7D | +2.3% | -3.5% | +5.8% | +2.6% |
| 30D | -2.6% | -7.1% | +4.5% | -2.1% |
| 3M | -4.6% | -13.1% | +8.4% | -3.6% |
| 6M | +8.7% | -1.1% | +9.8% | +8.0% |
| YTD | +61.0% | -35.9% | +96.9% | +65.6% |
| 1Y | +96.0% | -57.4% | +153.4% | +108.0% |
| 3Y | +144.4% | -14.9% | +159.3% | +132.0% |
| 5Y | +80.5% | -88.7% | +169.2% | +72.0% |
| All | +164.1% | +7.9% | +156.2% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling