+62.9%
KO vs TWLO
+252.1%
-189.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.4% |
| 7D | -1.1% | -3.9% | +2.8% | -1.2% |
| 30D | +1.6% | -9.7% | +11.3% | +1.4% |
| 3M | +5.8% | +11.6% | -5.9% | +6.1% |
| 6M | +14.3% | +84.7% | -70.4% | +15.8% |
| YTD | +27.3% | +62.5% | -35.2% | +29.0% |
| 1Y | +33.2% | +121.7% | -88.5% | +34.9% |
| All | +62.9% | +252.1% | -189.1% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling