For Rachel Kaly, growing up in New York City had its ups and downs. At 16, the comedian, who uses she/they pronouns, went to a warehouse party with a friend. “It was so scary,” Kaly tells me. “I danced with this one guy who wasn’t holding me tight enough, and he thrust into me, and I flew across the dance room.” Long story short, the high-schoolers ended up sleeping on newspapers on the roof of another friend’s building. Kaly finished the journey alone, dozing off on a High Line bench until a family friend woke her up.

Anecdotes like this one are typical of Kaly, who speaks in a slow, deadpan voice. The comedian, who is now 28 and lives between Los Angeles and New York City, returns to the same themes: being Jewish, gay, mentally ill, and growing up in New York City with an absent father. Kaly’s jokes border on depressing, but her sharpness and lack of inhibition keep them hilarious. She’ll perform them twice in New York this month—on February 16, at Union Hall, and three days later at the Bell House with Robby Hoffman, the co-host of her comedy podcast, Too Far.