-10.7%
KHC vs TWLO
+261.1%
-271.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.0% | +2.6% |
| 7D | +2.0% | +4.5% | -2.5% | +2.1% |
| 30D | +10.6% | -22.1% | +32.7% | +10.2% |
| 3M | +0.5% | -15.3% | +15.8% | +0.3% |
| 6M | +12.1% | +9.7% | +2.4% | +11.8% |
| YTD | +8.9% | +48.5% | -39.6% | +8.7% |
| 1Y | +7.5% | +70.3% | -62.9% | +7.2% |
| 3Y | -10.7% | +261.4% | -272.1% | -9.5% |
| All | -10.7% | +261.1% | -271.8% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling