+22.6%
KDP vs TWLO
-26.8%
+49.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.7% |
| 7D | +4.0% | +2.8% | +1.2% | +3.9% |
| 30D | +16.8% | -22.4% | +39.1% | +17.1% |
| 3M | +32.0% | -14.2% | +46.3% | +32.1% |
| 6M | +35.2% | +10.5% | +24.6% | +34.5% |
| YTD | +40.9% | +54.3% | -13.4% | +39.1% |
| 1Y | +47.7% | +68.0% | -20.3% | +45.3% |
| 3Y | +34.8% | +273.0% | -238.2% | +27.3% |
| 5Y | +22.6% | -26.3% | +49.0% | +20.7% |
| All | +22.6% | -26.8% | +49.5% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling