+689.1%
TWLO vs KMI
+181.4%
+507.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +1.2% |
| 7D | +0.2% | -1.8% | +1.9% | +0.8% |
| 30D | -9.1% | +0.1% | -9.2% | -9.3% |
| 3M | +11.0% | +1.2% | +9.8% | +10.0% |
| 6M | +79.4% | -3.9% | +83.3% | +80.9% |
| YTD | +59.7% | +17.5% | +42.2% | +48.2% |
| 1Y | +112.3% | +22.6% | +89.7% | +93.0% |
| 3Y | +247.0% | +116.3% | +130.7% | +147.4% |
| 5Y | -35.6% | +157.6% | -193.2% | -57.3% |
| 10Y | +305.7% | +136.6% | +169.1% | +168.7% |
| All | +689.1% | +181.4% | +507.7% | +326.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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