-56.0%
KHC vs TWLO
+319.6%
-375.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -2.5% | -3.9% | +1.4% | -2.5% |
| 30D | +0.5% | -9.7% | +10.2% | +0.6% |
| 3M | +3.0% | +11.6% | -8.6% | +2.9% |
| 6M | +6.6% | +84.7% | -78.1% | +6.0% |
| YTD | +5.8% | +62.5% | -56.7% | +5.3% |
| 1Y | -2.2% | +121.7% | -123.9% | -3.0% |
| 3Y | -12.5% | +253.0% | -265.5% | -13.9% |
| 5Y | -13.6% | -32.5% | +18.9% | -13.3% |
| All | -56.0% | +319.6% | -375.6% | -58.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling