+2,784.1%
KLAC vs TWLO
+847.0%
+1,937.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.3% |
| 7D | +6.2% | +0.2% | +6.0% | +6.0% |
| 30D | -5.0% | -9.1% | +4.2% | -3.2% |
| 3M | -14.4% | +11.0% | -25.4% | -17.2% |
| 6M | +28.3% | +79.4% | -51.1% | +9.2% |
| YTD | +51.1% | +59.7% | -8.6% | +31.2% |
| 1Y | +100.4% | +112.3% | -11.9% | +61.6% |
| 3Y | +276.3% | +247.0% | +29.4% | +160.1% |
| 5Y | +452.1% | -35.6% | +487.6% | +411.4% |
| 10Y | +2,986.0% | +305.7% | +2,680.3% | +1,701.6% |
| All | +2,784.1% | +847.0% | +1,937.1% | +1,533.5% |
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 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