Connection keep alive for transparent proxy

Hi all,
It's my first time asking question here.

I use Nginx as a local transparent proxy for a long time (only listen 127.0.0.1:80/443).
I know we can set "keepalive_timeout" in nginx.conf to keep connection between clients(browsers) and Nginx.
But how can we keep connection alive between Nginx and the web server?
I kind of hope to reuse the connection to enhance the web-browsing performance.

I also know there is a keepalive parameter in upstream module, but it doesn't work for me since you have to specify certain server name for it...
Really hope someone can help me out.

Sincerely,
Kuo-Hsien Liang