+211.6%
KDP vs TWLO
+780.4%
-568.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.6% |
| 7D | -0.8% | +4.5% | -5.3% | -0.9% |
| 30D | +9.7% | -22.1% | +31.8% | +10.6% |
| 3M | +17.6% | -15.3% | +32.9% | +18.0% |
| 6M | +25.8% | +9.7% | +16.1% | +24.6% |
| YTD | +33.9% | +48.5% | -14.6% | +30.5% |
| 1Y | +38.9% | +70.3% | -31.5% | +34.5% |
| 3Y | +26.8% | +261.4% | -234.6% | +16.7% |
| 5Y | +16.3% | -30.6% | +46.9% | +14.3% |
| 10Y | +248.1% | +569.2% | -321.1% | +205.7% |
| All | +211.6% | +780.4% | -568.8% | +178.9% |
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