-13.5%
KHC vs TWLO
+246.1%
-259.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.7% | -1.2% |
| 7D | -4.8% | +0.2% | -5.0% | -4.8% |
| 30D | +0.3% | -9.1% | +9.4% | +0.3% |
| 3M | +6.7% | +11.0% | -4.3% | +6.7% |
| 6M | +4.2% | +79.4% | -75.2% | +4.0% |
| YTD | +6.7% | +59.7% | -53.0% | +6.6% |
| 1Y | -1.4% | +112.3% | -113.7% | -1.6% |
| All | -13.5% | +246.1% | -259.6% | -16.8% |
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