+119.7%
TWLO vs KMX
+5.0%
+114.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.0% | -4.2% | -3.2% |
| 7D | -2.0% | +1.9% | -3.9% | -2.2% |
| 30D | +20.6% | +11.7% | +8.9% | +19.3% |
| 3M | -1.5% | +34.9% | -36.4% | -4.9% |
| 6M | +89.4% | +50.3% | +39.2% | +79.7% |
| YTD | +63.8% | +63.8% | 0.0% | +51.7% |
| 1Y | +119.7% | +3.8% | +115.9% | +118.2% |
| All | +119.7% | +5.0% | +114.7% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling