-2.2%
KHC vs TWLO
+115.0%
-117.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -0.9% |
| 7D | -2.5% | -3.9% | +1.4% | -2.6% |
| 30D | +0.5% | -9.7% | +10.2% | +0.4% |
| 3M | +3.0% | +11.6% | -8.6% | +3.1% |
| 6M | +6.6% | +84.7% | -78.1% | +7.2% |
| YTD | +5.8% | +62.5% | -56.7% | +5.9% |
| 1Y | -2.2% | +121.7% | -123.9% | -0.3% |
| All | -2.2% | +115.0% | -117.2% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling