+709.2%
TWLO vs KIM
+31.9%
+677.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -2.0% | +0.4% | -2.4% | -2.2% |
| 30D | +20.6% | -4.0% | +24.6% | +21.9% |
| 3M | -1.5% | +0.5% | -2.1% | -2.0% |
| 6M | +89.4% | +3.6% | +85.8% | +86.3% |
| YTD | +63.8% | +20.4% | +43.4% | +53.7% |
| 1Y | +119.7% | +9.7% | +110.0% | +111.9% |
| 3Y | +256.1% | +46.0% | +210.1% | +216.9% |
| 5Y | -36.6% | +34.4% | -71.0% | -41.9% |
| 10Y | +304.3% | +29.3% | +275.0% | +276.0% |
| All | +709.2% | +31.9% | +677.3% | +571.6% |
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 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