+121.7%
TWLO vs KEY
+18.3%
+103.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -3.9% | -1.8% | -2.1% | -3.5% |
| 30D | -9.7% | -3.3% | -6.4% | -9.1% |
| 3M | +11.6% | -0.2% | +11.8% | +11.5% |
| 6M | +84.7% | +12.1% | +72.6% | +76.5% |
| YTD | +62.5% | +8.4% | +54.1% | +56.5% |
| 1Y | +121.7% | +17.6% | +104.1% | +99.3% |
| All | +121.7% | +18.3% | +103.4% | +99.3% |
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