+0.7%
SOFI vs KDP
+26.6%
-25.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.6% | -3.9% | -1.4% |
| 7D | -4.9% | -0.8% | -4.1% | -4.6% |
| 30D | +8.4% | +9.7% | -1.3% | +8.9% |
| 3M | -16.3% | +17.6% | -34.0% | -15.6% |
| 6M | +0.7% | +25.8% | -25.1% | +10.1% |
| All | +0.7% | +26.6% | -25.8% | +10.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling