+163.6%
KKR vs UPST
-21.5%
+185.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -8.3% | +11.1% | +3.8% |
| 7D | +5.1% | -4.5% | +9.6% | +5.6% |
| 30D | +10.9% | -15.3% | +26.2% | +12.9% |
| 3M | -2.9% | -32.4% | +29.6% | +1.6% |
| 6M | -1.2% | -29.5% | +28.3% | +2.5% |
| YTD | -20.4% | -53.3% | +32.9% | -13.8% |
| 1Y | -15.4% | -47.4% | +31.9% | -9.8% |
| 3Y | +61.9% | -2.2% | +64.1% | +54.6% |
| 5Y | +38.3% | -92.0% | +130.3% | +34.5% |
| All | +163.6% | -21.5% | +185.1% | +168.2% |
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