+119.7%
TWLO vs KEEL
+169.0%
-49.3%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.6% | -6.7% | -3.3% |
| 7D | -2.0% | +7.8% | -9.8% | -2.4% |
| 30D | +20.6% | -11.7% | +32.3% | +21.1% |
| 3M | -1.5% | -41.5% | +39.9% | +0.9% |
| 6M | +89.4% | +54.9% | +34.5% | +78.1% |
| YTD | +63.8% | +47.7% | +16.1% | +53.2% |
| 1Y | +119.7% | +177.6% | -57.9% | +106.5% |
| All | +119.7% | +169.0% | -49.3% | +106.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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