+94.6%
SOFI vs KNX
+34.6%
+60.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +1.4% |
| 7D | -4.9% | -5.6% | +0.6% | -2.2% |
| 30D | -3.5% | -4.4% | +1.0% | -1.3% |
| 3M | +3.9% | -17.3% | +21.2% | +13.3% |
| 6M | -6.5% | +22.6% | -29.2% | -16.7% |
| YTD | -33.8% | +31.1% | -65.0% | -44.0% |
| 1Y | -33.3% | +60.2% | -93.5% | -50.6% |
| 3Y | +94.6% | +35.8% | +58.9% | +68.8% |
| All | +94.6% | +34.6% | +60.0% | +68.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling