+85.7%
KRE vs TWLO
+246.3%
-160.6%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.8% | +0.3% |
| 7D | -1.8% | -2.4% | +0.6% | -1.5% |
| 30D | -4.5% | -7.8% | +3.3% | -3.6% |
| 3M | +2.7% | +10.0% | -7.3% | +0.8% |
| 6M | +16.9% | +79.5% | -62.6% | +4.3% |
| YTD | +15.4% | +59.8% | -44.5% | +4.7% |
| 1Y | +16.1% | +121.7% | -105.6% | -2.2% |
| 3Y | +85.7% | +240.8% | -155.1% | +28.1% |
| All | +85.7% | +246.3% | -160.6% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling