-16.5%
SOUN vs KEYS
+136.2%
-152.8%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.0% | -4.3% | -3.6% |
| 7D | -7.1% | +3.5% | -10.6% | -9.8% |
| 30D | -15.4% | -4.5% | -10.9% | -12.9% |
| 3M | -10.6% | -0.4% | -10.2% | -12.3% |
| 6M | -19.6% | +19.1% | -38.8% | -34.5% |
| YTD | -37.2% | +66.7% | -103.9% | -64.2% |
| 1Y | -57.1% | +96.5% | -153.5% | -79.4% |
| 3Y | +178.2% | +155.2% | +23.1% | +8.4% |
| All | -16.5% | +136.2% | -152.8% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling