+177.4%
KDP vs TWLO
+871.2%
-693.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.2% | -0.8% |
| 7D | +1.3% | -2.0% | +3.3% | +1.3% |
| 30D | +6.0% | +20.6% | -14.6% | +5.1% |
| 3M | +9.2% | -1.5% | +10.7% | +9.1% |
| 6M | +14.7% | +89.4% | -74.7% | +11.1% |
| YTD | +19.2% | +63.8% | -44.6% | +16.1% |
| 1Y | +15.2% | +119.7% | -104.6% | +10.5% |
| 3Y | +6.0% | +256.1% | -250.2% | -2.1% |
| 5Y | +5.4% | -36.6% | +42.0% | +4.4% |
| 10Y | +171.9% | +304.3% | -132.5% | +141.4% |
| All | +177.4% | +871.2% | -693.7% | +148.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling