+133.4%
KR vs TWLO
+312.8%
-179.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.6% | +4.3% | +2.7% |
| 7D | -0.2% | -2.4% | +2.2% | -0.2% |
| 30D | +5.1% | -7.8% | +12.9% | +5.0% |
| 3M | -8.2% | +10.0% | -18.2% | -8.1% |
| 6M | -18.0% | +79.5% | -97.5% | -17.7% |
| YTD | -4.8% | +59.8% | -64.6% | -4.4% |
| 1Y | -11.0% | +121.7% | -132.7% | -10.6% |
| 3Y | +37.7% | +240.8% | -203.1% | +37.9% |
| 5Y | +52.8% | -33.6% | +86.4% | +52.9% |
| All | +133.4% | +312.8% | -179.4% | +121.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling