-13.4%
KHC vs TWLO
-35.1%
+21.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.2% |
| 3M | +6.7% | +11.0% | -4.3% | +6.8% |
| 6M | +4.2% | +79.4% | -75.2% | +4.6% |
| YTD | +6.7% | +59.7% | -53.0% | +7.1% |
| 1Y | -1.4% | +112.3% | -113.7% | -0.8% |
| 3Y | -11.8% | +247.0% | -258.7% | -10.9% |
| 5Y | -13.4% | -35.6% | +22.2% | -15.9% |
| All | -13.4% | -35.1% | +21.7% | -15.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling