-6.6%
KHC vs UPST
-21.5%
+14.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -8.3% | +7.5% | -0.7% |
| 7D | -1.1% | -4.5% | +3.4% | -1.1% |
| 30D | +8.8% | -15.3% | +24.2% | +9.0% |
| 3M | -1.2% | -32.4% | +31.2% | -0.9% |
| 6M | +4.6% | -29.5% | +34.2% | +4.9% |
| YTD | +5.1% | -53.3% | +58.5% | +5.7% |
| 1Y | +6.2% | -47.4% | +53.6% | +6.7% |
| 3Y | -12.9% | -2.2% | -10.7% | -13.5% |
| 5Y | -16.8% | -92.0% | +75.3% | -17.5% |
| All | -6.6% | -21.5% | +14.9% | -5.2% |
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 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