+305.7%
TWLO vs KEY
+167.1%
+138.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | -9.1% | -3.3% | -5.9% | -8.2% |
| 3M | +11.0% | -0.7% | +11.7% | +11.1% |
| 6M | +79.4% | +12.5% | +66.8% | +72.4% |
| YTD | +59.7% | +8.4% | +51.3% | +54.8% |
| 1Y | +112.3% | +18.4% | +93.9% | +100.2% |
| 3Y | +247.0% | +123.3% | +123.6% | +168.3% |
| 5Y | -35.6% | +38.8% | -74.4% | -44.5% |
| 10Y | +305.7% | +169.3% | +136.4% | +180.2% |
| All | +305.7% | +167.1% | +138.6% | +180.2% |
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