+301.0%
TWLO vs KMX
+11.6%
+289.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.1% |
| 7D | -2.4% | -3.1% | +0.7% | -1.3% |
| 30D | -7.8% | +4.4% | -12.3% | -9.3% |
| 3M | +10.0% | +18.9% | -8.9% | +2.3% |
| 6M | +79.5% | +44.3% | +35.2% | +52.8% |
| YTD | +59.8% | +58.7% | +1.1% | +29.7% |
| 1Y | +121.7% | +0.1% | +121.6% | +109.8% |
| 3Y | +240.8% | -24.4% | +265.2% | +248.0% |
| 5Y | -33.6% | -54.4% | +20.8% | -21.5% |
| All | +301.0% | +11.6% | +289.4% | +238.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling