-27.1%
KKR vs UPST
-62.6%
+35.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.1% | 0.0% | -2.2% |
| 7D | -8.1% | -12.0% | +3.9% | -4.5% |
| 30D | -9.1% | -16.0% | +6.9% | -4.3% |
| 3M | +6.4% | -17.2% | +23.5% | +11.5% |
| 6M | +12.6% | -10.9% | +23.4% | +14.0% |
| YTD | -20.4% | -42.6% | +22.2% | -10.1% |
| 1Y | -27.1% | -59.8% | +32.7% | -13.3% |
| All | -27.1% | -62.6% | +35.5% | -13.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling