+15.4%
SOFI vs KMI
+151.4%
-136.0%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.9% |
| 7D | -4.9% | -1.7% | -3.2% | -3.7% |
| 30D | -3.5% | -2.7% | -0.7% | -2.0% |
| 3M | +3.9% | -0.7% | +4.6% | +2.6% |
| 6M | -6.5% | -5.0% | -1.6% | -5.7% |
| YTD | -33.8% | +15.5% | -49.3% | -44.1% |
| 1Y | -33.3% | +16.4% | -49.7% | -44.6% |
| 3Y | +94.6% | +114.2% | -19.6% | -4.1% |
| All | +15.4% | +151.4% | -136.0% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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