-16.3%
SOUN vs KEEL
+18.6%
-34.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -7.3% | +4.2% | -0.6% |
| 7D | -6.8% | +2.7% | -9.5% | -7.9% |
| 30D | -15.2% | +4.6% | -19.8% | -18.3% |
| 3M | -7.0% | -34.5% | +27.5% | +2.3% |
| 6M | -20.5% | +59.3% | -79.8% | -39.0% |
| YTD | -37.0% | +46.4% | -83.4% | -51.2% |
| 1Y | -55.3% | +96.6% | -151.9% | -71.2% |
| 3Y | +173.0% | +182.0% | -8.9% | +29.4% |
| All | -16.3% | +18.6% | -34.9% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling