-3.2%
KHC vs UPST
-24.8%
+21.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.4% | +2.6% |
| 7D | +2.0% | -10.6% | +12.7% | +2.1% |
| 30D | +10.6% | -14.0% | +24.6% | +10.8% |
| 3M | +0.5% | -36.8% | +37.4% | +0.9% |
| 6M | +12.1% | -27.5% | +39.6% | +12.3% |
| YTD | +8.9% | -55.3% | +64.2% | +9.5% |
| 1Y | +7.5% | -47.5% | +55.0% | +7.9% |
| 3Y | -10.7% | -10.4% | -0.3% | -11.3% |
| 5Y | -13.2% | -92.6% | +79.4% | -13.9% |
| All | -3.2% | -24.8% | +21.5% | -1.7% |
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