+56.9%
KORU vs TWLO
-33.6%
+90.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.6% | +10.6% | +9.7% |
| 7D | -1.7% | -2.4% | +0.7% | -0.9% |
| 30D | +13.5% | -7.8% | +21.3% | +16.3% |
| 3M | -45.2% | +10.0% | -55.2% | -49.3% |
| 6M | +17.1% | +79.5% | -62.3% | -12.7% |
| YTD | +154.1% | +59.8% | +94.3% | +96.0% |
| 1Y | +375.7% | +121.7% | +254.0% | +217.0% |
| 3Y | +474.0% | +240.8% | +233.2% | +199.3% |
| All | +56.9% | -33.6% | +90.5% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling