+572.9%
TWLO vs KEY
+96.4%
+476.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.7% |
| 7D | +4.5% | +2.9% | +1.6% | +3.7% |
| 30D | -22.1% | +8.4% | -30.5% | -23.9% |
| 3M | -15.3% | -5.8% | -9.6% | -13.9% |
| 6M | +9.7% | +5.4% | +4.2% | +7.5% |
| YTD | +48.5% | +7.1% | +41.4% | +44.3% |
| 1Y | +70.3% | +26.8% | +43.5% | +57.0% |
| 3Y | +261.4% | +128.7% | +132.7% | +176.8% |
| 5Y | -30.6% | +13.6% | -44.2% | -37.6% |
| All | +572.9% | +96.4% | +476.4% | +440.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling