-31.3%
SOFI vs KMB
-3.2%
-28.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.5% | -2.4% | -3.9% |
| 7D | -2.6% | -3.0% | +0.4% | -2.5% |
| 30D | +2.6% | +9.1% | -6.5% | +2.6% |
| 3M | -12.9% | -0.4% | -12.5% | -13.0% |
| 6M | -1.7% | +13.0% | -14.7% | -1.5% |
| YTD | -40.3% | +10.3% | -50.6% | -40.3% |
| 1Y | -51.5% | +8.2% | -59.7% | -51.5% |
| 3Y | +125.2% | +0.4% | +124.8% | +117.4% |
| 5Y | -31.3% | -2.7% | -28.6% | -39.1% |
| All | -31.3% | -3.2% | -28.1% | -39.1% |
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