+12.6%
SOFI vs KMB
-13.0%
+25.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -7.0% | -7.7% | +0.7% | -7.3% |
| 30D | -4.3% | -8.2% | +3.9% | -4.6% |
| 3M | +8.4% | -1.9% | +10.3% | +8.4% |
| 6M | -5.9% | -0.7% | -5.2% | -5.9% |
| YTD | -34.3% | +1.4% | -35.6% | -34.2% |
| 1Y | -32.6% | -19.1% | -13.4% | -32.8% |
| 3Y | +101.3% | -12.6% | +113.9% | +96.6% |
| 5Y | +12.6% | -12.7% | +25.2% | +0.8% |
| All | +12.6% | -13.0% | +25.5% | +0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling