-31.3%
SOFI vs KDP
+13.5%
-44.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.4% | +3.5% | -2.8% |
| 7D | -2.6% | -4.0% | +1.4% | -1.9% |
| 30D | +2.6% | +8.5% | -5.9% | +1.2% |
| 3M | -12.9% | +20.7% | -33.6% | -15.6% |
| 6M | -1.7% | +23.2% | -24.9% | -5.4% |
| YTD | -40.3% | +30.5% | -70.8% | -43.5% |
| 1Y | -51.5% | +35.9% | -87.3% | -54.6% |
| 3Y | +125.2% | +24.8% | +100.4% | +107.3% |
| 5Y | -31.3% | +13.4% | -44.7% | -32.2% |
| All | -31.3% | +13.5% | -44.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling