+684.6%
TWLO vs KMX
+28.3%
+656.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.3% | -1.5% |
| 7D | -1.2% | -0.7% | -0.5% | -0.9% |
| 30D | -6.4% | +4.1% | -10.5% | -7.9% |
| 3M | +6.3% | +27.5% | -21.2% | -4.1% |
| 6M | +76.4% | +43.6% | +32.9% | +49.8% |
| YTD | +58.8% | +56.8% | +2.1% | +28.7% |
| 1Y | +107.1% | -1.3% | +108.4% | +96.6% |
| 3Y | +245.0% | -25.4% | +270.4% | +253.8% |
| 5Y | -36.0% | -53.9% | +17.9% | -23.9% |
| 10Y | +293.2% | +0.7% | +292.5% | +243.7% |
| All | +684.6% | +28.3% | +656.3% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling