-47.9%
SOUN vs KEY
+34.1%
-81.9%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.7% |
| 7D | -9.5% | -0.5% | -9.0% | -9.2% |
| 30D | -21.3% | +6.7% | -28.0% | -24.7% |
| 3M | -47.2% | -4.6% | -42.6% | -45.7% |
| 6M | -53.7% | +2.6% | -56.3% | -55.1% |
| YTD | -60.8% | +7.0% | -67.7% | -63.0% |
| 1Y | -70.9% | +23.5% | -94.4% | -75.1% |
| 3Y | +118.4% | +126.4% | -8.0% | +35.4% |
| All | -47.9% | +34.1% | -81.9% | -47.8% |
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