+301.0%
TWLO vs KIM
+32.5%
+268.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | -1.7% | -0.7% | -1.9% |
| 30D | -7.8% | -3.0% | -4.9% | -7.1% |
| 3M | +10.0% | -8.9% | +18.9% | +12.8% |
| 6M | +79.5% | +2.4% | +77.1% | +77.1% |
| YTD | +59.8% | +18.3% | +41.5% | +50.8% |
| 1Y | +121.7% | +8.2% | +113.5% | +114.5% |
| 3Y | +240.8% | +44.0% | +196.8% | +204.5% |
| 5Y | -33.6% | +37.3% | -70.9% | -39.2% |
| All | +301.0% | +32.5% | +268.5% | +243.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 10y: compounded portfolio wealth divided by compounded KIM 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…
10y analysis · Full analysis span regression · 6 months rolling