-35.9%
TWLO vs KEY
+41.1%
-77.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.3% |
| 7D | -1.2% | +2.7% | -3.9% | -2.3% |
| 30D | -6.4% | -3.2% | -3.2% | -5.1% |
| 3M | +6.3% | +1.0% | +5.3% | +5.6% |
| 6M | +76.4% | +11.9% | +64.6% | +67.3% |
| YTD | +58.8% | +8.7% | +50.1% | +51.8% |
| 1Y | +107.1% | +18.5% | +88.6% | +90.4% |
| 3Y | +245.0% | +124.0% | +121.0% | +136.3% |
| All | -35.9% | +41.1% | -77.1% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling