+14.0%
SOFI vs KRMN
+17.6%
-3.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | -0.3% |
| 7D | -4.9% | -11.8% | +6.8% | -0.9% |
| 30D | -3.5% | -43.0% | +39.6% | +16.8% |
| 3M | +3.9% | -28.8% | +32.7% | +15.0% |
| 6M | -6.5% | -66.3% | +59.8% | +33.4% |
| YTD | -33.8% | -51.8% | +17.9% | -22.0% |
| 1Y | -33.3% | -44.7% | +11.4% | -26.7% |
| All | +14.0% | +17.6% | -3.6% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 all: compounded portfolio wealth divided by compounded KRMN 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…
all analysis · Full analysis span regression · 6 months rolling