-15.3%
KHC vs UPST
-92.2%
+76.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.9% | +7.7% | +1.0% |
| 7D | -3.3% | -13.5% | +10.2% | -3.1% |
| 30D | +9.1% | -19.6% | +28.8% | +9.4% |
| 3M | +1.4% | -34.2% | +35.6% | +1.9% |
| 6M | +8.4% | -31.2% | +39.6% | +8.8% |
| YTD | +6.2% | -56.2% | +62.4% | +7.0% |
| 1Y | +5.7% | -51.7% | +57.3% | +6.4% |
| 3Y | -12.0% | -8.2% | -3.8% | -13.0% |
| 5Y | -15.3% | -92.8% | +77.4% | -19.0% |
| All | -15.3% | -92.2% | +76.9% | -19.0% |
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