+5.0%
KDP vs TWLO
-35.1%
+40.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +9.5% | -9.1% | +18.6% | +9.6% |
| 3M | +2.6% | +11.0% | -8.4% | +2.4% |
| 6M | +15.6% | +79.4% | -63.7% | +14.3% |
| YTD | +17.3% | +59.7% | -42.4% | +16.2% |
| 1Y | +20.1% | +112.3% | -92.2% | +17.9% |
| 3Y | +4.9% | +247.0% | -242.1% | +0.4% |
| 5Y | +5.0% | -35.6% | +40.6% | -2.6% |
| All | +5.0% | -35.1% | +40.1% | -2.6% |
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