+103.2%
KR vs TWLO
+863.4%
-760.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.9% |
| 7D | -2.7% | -3.9% | +1.2% | -2.7% |
| 30D | +1.9% | -9.7% | +11.6% | +1.9% |
| 3M | -11.0% | +11.6% | -22.7% | -11.0% |
| 6M | -20.2% | +84.7% | -104.9% | -20.0% |
| YTD | -7.3% | +62.5% | -69.8% | -7.1% |
| 1Y | -13.1% | +121.7% | -134.8% | -12.8% |
| 3Y | +29.7% | +253.0% | -223.3% | +29.6% |
| 5Y | +48.8% | -32.5% | +81.2% | +48.9% |
| 10Y | +122.8% | +312.7% | -190.0% | +113.5% |
| All | +103.2% | +863.4% | -760.2% | +91.1% |
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