+26.4%
SOFI vs KMB
+1.6%
+24.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.0% |
| 7D | -4.9% | +0.9% | -5.8% | -4.7% |
| 30D | +8.4% | +10.1% | -1.6% | +10.2% |
| 3M | -16.3% | 0.0% | -16.4% | -16.5% |
| 6M | +0.7% | +15.7% | -15.0% | +3.7% |
| YTD | -41.1% | +12.6% | -53.7% | -39.7% |
| 1Y | -45.7% | +10.1% | -55.8% | -44.6% |
| 3Y | +119.0% | +2.1% | +116.9% | +122.3% |
| 5Y | -32.2% | -0.7% | -31.6% | -33.5% |
| All | +26.4% | +1.6% | +24.8% | +39.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling