-40.8%
SOFI vs KDP
+41.3%
-82.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +4.3% |
| 7D | +1.4% | +5.3% | -3.9% | +2.0% |
| 30D | +9.2% | +19.1% | -9.9% | +11.7% |
| 3M | -7.1% | +19.2% | -26.2% | -5.0% |
| 6M | +7.3% | +29.3% | -22.0% | +12.4% |
| YTD | -33.6% | +35.5% | -69.1% | -29.7% |
| 1Y | -40.8% | +43.5% | -84.3% | -35.1% |
| All | -40.8% | +41.3% | -82.2% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 1y: compounded portfolio wealth divided by compounded KDP 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…
1y analysis · Full analysis span regression · 6 months rolling