-40.8%
SOFI vs KMB
+11.9%
-52.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +4.1% | -0.5% | +3.5% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | +9.2% | +14.0% | -4.9% | +9.0% |
| 3M | -7.1% | -1.3% | -5.7% | -7.9% |
| 6M | +7.3% | +16.7% | -9.4% | +8.1% |
| YTD | -33.6% | +12.0% | -45.6% | -34.5% |
| 1Y | -40.8% | +13.6% | -54.5% | -41.7% |
| All | -40.8% | +11.9% | -52.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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