+33.5%
KDP vs TWLO
+275.2%
-241.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.8% |
| 7D | +4.0% | +2.8% | +1.2% | +4.0% |
| 30D | +16.8% | -22.4% | +39.1% | +16.2% |
| 3M | +32.0% | -14.2% | +46.3% | +31.6% |
| 6M | +35.2% | +10.5% | +24.6% | +35.4% |
| YTD | +40.9% | +54.3% | -13.4% | +41.8% |
| 1Y | +47.7% | +68.0% | -20.3% | +48.4% |
| All | +33.5% | +275.2% | -241.8% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling