-12.4%
SOUN vs KEY
+36.3%
-48.7%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.8% | -1.4% |
| 7D | -4.1% | +2.7% | -6.8% | -5.8% |
| 30D | -18.1% | -3.2% | -14.9% | -16.4% |
| 3M | -12.3% | +1.0% | -13.2% | -13.4% |
| 6M | -18.6% | +11.9% | -30.5% | -25.4% |
| YTD | -34.1% | +8.7% | -42.8% | -38.4% |
| 1Y | -57.0% | +18.5% | -75.5% | -62.2% |
| 3Y | +185.7% | +124.0% | +61.7% | +77.6% |
| All | -12.4% | +36.3% | -48.7% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling