-6.5%
KHC vs UPST
-20.9%
+14.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | -4.6% | -12.1% | +7.5% | -4.5% |
| 30D | +8.1% | -13.4% | +21.5% | +8.2% |
| 3M | 0.0% | -31.2% | +31.2% | +0.4% |
| 6M | +7.9% | -28.3% | +36.3% | +8.2% |
| YTD | +5.3% | -53.0% | +58.2% | +5.8% |
| 1Y | +5.1% | -47.2% | +52.3% | +5.5% |
| 3Y | -12.8% | -1.5% | -11.3% | -13.4% |
| 5Y | -16.2% | -91.6% | +75.4% | -16.9% |
| All | -6.5% | -20.9% | +14.5% | -5.1% |
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 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