+166.2%
KO vs TWLO
+863.4%
-697.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | +0.3% |
| 7D | -1.1% | -3.9% | +2.8% | -1.0% |
| 30D | +1.6% | -9.7% | +11.3% | +1.7% |
| 3M | +5.8% | +11.6% | -5.9% | +5.5% |
| 6M | +14.3% | +84.7% | -70.4% | +12.7% |
| YTD | +27.3% | +62.5% | -35.2% | +25.9% |
| 1Y | +33.2% | +121.7% | -88.5% | +30.6% |
| 3Y | +64.5% | +253.0% | -188.5% | +58.1% |
| 5Y | +83.1% | -32.5% | +115.6% | +80.7% |
| 10Y | +183.9% | +312.7% | -128.8% | +161.6% |
| All | +166.2% | +863.4% | -697.2% | +139.2% |
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