+2,896.3%
KLAC vs TWLO
+312.8%
+2,583.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | -2.7% | -2.4% | -0.3% | -2.2% |
| 30D | -13.2% | -7.8% | -5.3% | -11.7% |
| 3M | -25.0% | +10.0% | -35.0% | -27.4% |
| 6M | +23.6% | +79.5% | -55.9% | +4.4% |
| YTD | +49.2% | +59.8% | -10.6% | +28.6% |
| 1Y | +89.3% | +121.7% | -32.4% | +49.5% |
| 3Y | +274.4% | +240.8% | +33.6% | +154.7% |
| 5Y | +440.9% | -33.6% | +474.5% | +398.8% |
| All | +2,896.3% | +312.8% | +2,583.6% | +1,514.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling