+178.2%
SOUN vs KEEL
+197.5%
-19.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.8% | -4.1% | -1.6% |
| 7D | -7.1% | +2.9% | -10.0% | -8.3% |
| 30D | -15.4% | +0.8% | -16.3% | -17.2% |
| 3M | -10.6% | -35.3% | +24.8% | -1.2% |
| 6M | -19.6% | +59.4% | -79.0% | -38.5% |
| YTD | -37.2% | +51.9% | -89.1% | -52.2% |
| 1Y | -57.1% | +75.0% | -132.1% | -71.3% |
| 3Y | +178.2% | +224.5% | -46.3% | +40.4% |
| All | +178.2% | +197.5% | -19.3% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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