+119.7%
TWLO vs KEY
+21.3%
+98.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.4% |
| 30D | +20.6% | -3.0% | +23.6% | +21.2% |
| 3M | -1.5% | +3.3% | -4.9% | -2.4% |
| 6M | +89.4% | +9.2% | +80.2% | +83.4% |
| YTD | +63.8% | +10.6% | +53.1% | +57.4% |
| 1Y | +119.7% | +20.4% | +99.3% | +99.7% |
| All | +119.7% | +21.3% | +98.4% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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