-9.8%
KHC vs UPST
-13.8%
+4.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -1.8% | -3.5% | +1.8% | -1.7% |
| 30D | -1.9% | -7.1% | +5.2% | -1.8% |
| 3M | +14.4% | -13.1% | +27.5% | +14.6% |
| 6M | +8.7% | -1.1% | +9.8% | +8.6% |
| YTD | +7.8% | -35.9% | +43.6% | +8.3% |
| 1Y | -1.5% | -57.4% | +55.9% | -0.3% |
| All | -9.8% | -13.8% | +4.0% | -14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling