+135.0%
KRE vs TWLO
+841.6%
-706.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.8% | -0.9% |
| 7D | +2.3% | -1.2% | +3.5% | +2.4% |
| 30D | -2.5% | -6.4% | +3.9% | -1.9% |
| 3M | +6.2% | +6.3% | 0.0% | +5.0% |
| 6M | +15.8% | +76.4% | -60.6% | +7.1% |
| YTD | +16.0% | +58.8% | -42.8% | +8.2% |
| 1Y | +16.2% | +107.1% | -90.9% | +4.7% |
| 3Y | +86.4% | +245.0% | -158.6% | +55.8% |
| 5Y | +33.0% | -36.0% | +68.9% | +23.0% |
| 10Y | +123.0% | +293.2% | -170.2% | +57.9% |
| All | +135.0% | +841.6% | -706.6% | +50.7% |
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