-53.6%
KHC vs TWLO
+841.6%
-895.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.2% | +0.2% |
| 7D | -2.2% | -1.2% | -1.0% | -2.2% |
| 30D | -0.1% | -6.4% | +6.3% | 0.0% |
| 3M | +8.3% | +6.3% | +2.1% | +8.2% |
| 6M | +5.0% | +76.4% | -71.5% | +4.2% |
| YTD | +8.0% | +58.8% | -50.8% | +7.3% |
| 1Y | -1.1% | +107.1% | -108.2% | -2.1% |
| 3Y | -10.7% | +245.0% | -255.7% | -12.4% |
| 5Y | -13.5% | -36.0% | +22.4% | -13.2% |
| 10Y | -55.4% | +293.2% | -348.6% | -58.6% |
| All | -53.6% | +841.6% | -895.2% | -59.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling