+178.2%
SOUN vs KEYS
+154.3%
+23.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -3.7% |
| 7D | -7.1% | +3.5% | -10.6% | -10.0% |
| 30D | -15.4% | -4.5% | -10.9% | -12.8% |
| 3M | -10.6% | -0.4% | -10.2% | -12.6% |
| 6M | -19.6% | +19.1% | -38.8% | -36.0% |
| YTD | -37.2% | +66.7% | -103.9% | -67.0% |
| 1Y | -57.1% | +96.5% | -153.5% | -81.7% |
| 3Y | +178.2% | +155.2% | +23.1% | -22.9% |
| All | +178.2% | +154.3% | +23.9% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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