+71.7%
KKR vs UPST
-14.8%
+86.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +2.0% | -1.1% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | +3.0% | -13.2% | +16.3% | +5.9% |
| 3M | +13.6% | -13.0% | +26.6% | +16.3% |
| 6M | +16.2% | -2.9% | +19.1% | +15.6% |
| YTD | -16.6% | -38.3% | +21.7% | -10.2% |
| 1Y | -23.2% | -60.5% | +37.2% | -11.5% |
| 3Y | +71.7% | -11.7% | +83.5% | +64.8% |
| All | +71.7% | -14.8% | +86.5% | +64.8% |
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