+228.0%
KDP vs TWLO
+814.9%
-586.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +17.7% |
| 3M | +32.0% | -14.2% | +46.3% | +32.4% |
| 6M | +35.2% | +10.5% | +24.6% | +33.9% |
| YTD | +40.9% | +54.3% | -13.4% | +37.2% |
| 1Y | +47.7% | +68.0% | -20.3% | +43.2% |
| 3Y | +34.8% | +273.0% | -238.2% | +23.9% |
| 5Y | +22.6% | -26.3% | +49.0% | +20.2% |
| 10Y | +266.4% | +595.4% | -329.0% | +221.3% |
| All | +228.0% | +814.9% | -586.9% | +193.2% |
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