+482.2%
KORU vs TWLO
+123.2%
+359.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.1% | +16.6% | +14.4% |
| 7D | +13.0% | -2.0% | +15.0% | +13.6% |
| 30D | +27.3% | +20.6% | +6.7% | +16.5% |
| 3M | -55.3% | -1.5% | -53.7% | -55.1% |
| 6M | +11.6% | +89.4% | -77.8% | -14.7% |
| YTD | +158.5% | +63.8% | +94.8% | +106.9% |
| 1Y | +482.2% | +119.7% | +362.4% | +320.4% |
| All | +482.2% | +123.2% | +359.0% | +320.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling