+246.5%
TWLO vs KMX
-26.1%
+272.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.6% |
| 7D | -3.9% | -3.4% | -0.5% | -3.1% |
| 30D | -9.7% | +4.0% | -13.7% | -10.6% |
| 3M | +11.6% | +24.8% | -13.2% | +5.0% |
| 6M | +84.7% | +43.6% | +41.1% | +65.5% |
| YTD | +62.5% | +56.6% | +5.9% | +40.4% |
| 1Y | +121.7% | +2.2% | +119.5% | +116.6% |
| All | +246.5% | -26.1% | +272.5% | +247.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling