+38.9%
KDP vs TWLO
+67.1%
-28.2%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | -0.8% | +4.5% | -5.3% | -0.4% |
| 30D | +9.7% | -22.1% | +31.8% | +8.0% |
| 3M | +17.6% | -15.3% | +32.9% | +16.5% |
| 6M | +25.8% | +9.7% | +16.1% | +27.2% |
| YTD | +33.9% | +48.5% | -14.6% | +38.6% |
| 1Y | +38.9% | +70.3% | -31.5% | +45.0% |
| All | +38.9% | +67.1% | -28.2% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO 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 TWLO 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