+47.6%
SOFI vs KIM
+102.7%
-55.1%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.7% |
| 7D | +5.6% | -0.3% | +6.0% | +5.9% |
| 30D | -2.0% | -1.7% | -0.3% | -0.9% |
| 3M | +9.2% | -0.8% | +10.0% | +8.7% |
| 6M | -4.7% | +4.4% | -9.1% | -9.0% |
| YTD | -31.2% | +21.2% | -52.5% | -42.2% |
| 1Y | -30.6% | +10.5% | -41.2% | -37.4% |
| 3Y | +110.6% | +47.5% | +63.1% | +54.3% |
| 5Y | +16.4% | +37.1% | -20.7% | -5.5% |
| All | +47.6% | +102.7% | -55.1% | +120.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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