+10.6%
KR vs TWLO
+60.3%
-49.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.1% | +3.4% | +3.2% |
| 7D | +6.1% | -15.9% | +21.9% | +5.6% |
| 30D | +17.3% | -29.0% | +46.4% | +16.5% |
| 3M | +20.2% | +10.0% | +10.1% | +20.3% |
| 6M | +3.3% | +12.6% | -9.2% | +3.7% |
| YTD | +12.3% | +50.1% | -37.8% | +13.3% |
| 1Y | +10.6% | +64.3% | -53.6% | +11.5% |
| All | +10.6% | +60.3% | -49.7% | +11.5% |
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