+15.4%
SOFI vs KMX
-54.8%
+70.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | -0.1% |
| 7D | -4.9% | -3.1% | -1.8% | -3.3% |
| 30D | -3.5% | +4.4% | -7.9% | -5.8% |
| 3M | +3.9% | +18.9% | -15.0% | -7.1% |
| 6M | -6.5% | +44.3% | -50.8% | -27.1% |
| YTD | -33.8% | +58.7% | -92.5% | -52.0% |
| 1Y | -33.3% | +0.1% | -33.4% | -38.0% |
| 3Y | +94.6% | -24.4% | +119.0% | +110.8% |
| All | +15.4% | -54.8% | +70.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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