+633.6%
TWLO vs KIM
+42.8%
+590.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.8% | -0.6% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | -22.1% | +14.1% | -36.2% | -25.1% |
| 3M | -15.3% | +6.0% | -21.3% | -17.0% |
| 6M | +9.7% | +13.2% | -3.6% | +5.1% |
| YTD | +48.5% | +30.4% | +18.1% | +35.9% |
| 1Y | +70.3% | +31.0% | +39.3% | +55.6% |
| 3Y | +261.4% | +67.6% | +193.8% | +209.0% |
| 5Y | -30.6% | +35.8% | -66.3% | -37.2% |
| 10Y | +569.2% | +63.7% | +505.6% | +457.0% |
| All | +633.6% | +42.8% | +590.8% | +493.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling