-32.3%
TWLO vs KEEL
-34.6%
+2.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.3% |
| 7D | -2.4% | +2.9% | -5.3% | -3.1% |
| 30D | -7.8% | +0.8% | -8.7% | -8.8% |
| 3M | +10.0% | -35.3% | +45.4% | +14.5% |
| 6M | +79.5% | +59.4% | +20.1% | +55.8% |
| YTD | +59.8% | +51.9% | +7.9% | +37.3% |
| 1Y | +121.7% | +75.0% | +46.7% | +76.2% |
| 3Y | +240.8% | +224.5% | +16.3% | +85.7% |
| All | -32.3% | -34.6% | +2.3% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling