+246.5%
TWLO vs KIM
+43.4%
+203.1%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.2% |
| 7D | -3.9% | -1.5% | -2.4% | -3.3% |
| 30D | -9.7% | -1.7% | -8.0% | -9.2% |
| 3M | +11.6% | -7.1% | +18.8% | +14.8% |
| 6M | +84.7% | +2.9% | +81.8% | +79.5% |
| YTD | +62.5% | +18.8% | +43.6% | +45.0% |
| 1Y | +121.7% | +9.4% | +112.3% | +107.5% |
| All | +246.5% | +43.4% | +203.1% | +176.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling