-14.8%
KHC vs UPST
-93.6%
+78.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.8% |
| 7D | +1.1% | -4.9% | +6.0% | +1.2% |
| 30D | +12.0% | -8.9% | +20.8% | +12.1% |
| 3M | +0.2% | -26.3% | +26.5% | +0.5% |
| 6M | +10.3% | -23.7% | +34.1% | +10.6% |
| YTD | +6.7% | -49.9% | +56.7% | +7.4% |
| 1Y | +10.9% | -42.0% | +52.8% | +11.3% |
| 3Y | -12.6% | -25.3% | +12.7% | -13.5% |
| All | -14.8% | -93.6% | +78.7% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling