+805.0%
KKR vs TWLO
+847.7%
-42.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.6% |
| 7D | -6.2% | -2.4% | -3.8% | -5.7% |
| 30D | -8.9% | -7.8% | -1.0% | -7.4% |
| 3M | +6.3% | +10.0% | -3.8% | +3.1% |
| 6M | +16.5% | +79.5% | -63.0% | +0.2% |
| YTD | -20.3% | +59.8% | -80.1% | -29.9% |
| 1Y | -29.8% | +121.7% | -151.5% | -42.9% |
| 3Y | +63.2% | +240.8% | -177.6% | +18.3% |
| 5Y | +68.0% | -33.6% | +101.6% | +51.9% |
| 10Y | +704.3% | +306.0% | +398.3% | +417.3% |
| All | +805.0% | +847.7% | -42.7% | +429.1% |
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