+33.6%
KKR vs UPST
-92.2%
+125.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -1.3% | -12.1% | +10.8% | +0.8% |
| 30D | +9.3% | -13.4% | +22.8% | +11.7% |
| 3M | -9.8% | -31.2% | +21.4% | -4.4% |
| 6M | +1.0% | -28.3% | +29.3% | +5.8% |
| YTD | -21.1% | -53.0% | +31.9% | -12.1% |
| 1Y | -17.0% | -47.2% | +30.2% | -9.4% |
| 3Y | +60.6% | -1.5% | +62.1% | +46.4% |
| 5Y | +33.6% | -91.6% | +125.2% | +45.7% |
| All | +33.6% | -92.2% | +125.8% | +45.7% |
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