+117.2%
KORU vs TWLO
+847.0%
-729.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.3% |
| 7D | +20.1% | +0.2% | +19.9% | +19.7% |
| 30D | +47.5% | -9.1% | +56.6% | +51.4% |
| 3M | -30.1% | +11.0% | -41.1% | -34.7% |
| 6M | +20.1% | +79.4% | -59.2% | -5.6% |
| YTD | +166.6% | +59.7% | +106.9% | +115.6% |
| 1Y | +458.9% | +112.3% | +346.6% | +306.7% |
| 3Y | +531.8% | +247.0% | +284.8% | +272.2% |
| 5Y | +67.7% | -35.6% | +103.3% | +54.8% |
| 10Y | +91.6% | +305.7% | -214.1% | -11.5% |
| All | +117.2% | +847.0% | -729.9% | -16.8% |
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 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