-30.3%
TWLO vs KIM
+34.1%
-64.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -2.9% |
| 7D | +5.6% | -0.7% | +6.3% | +6.0% |
| 30D | -24.6% | +13.4% | -38.0% | -30.7% |
| 3M | -14.0% | +6.5% | -20.5% | -17.9% |
| 6M | +10.1% | +10.6% | -0.5% | +1.2% |
| YTD | +49.2% | +29.9% | +19.3% | +20.8% |
| 1Y | +65.2% | +29.6% | +35.7% | +33.9% |
| 3Y | +260.7% | +64.1% | +196.6% | +136.9% |
| All | -30.3% | +34.1% | -64.4% | -46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling