+662.3%
TWLO vs KEY
+179.0%
+483.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.5% | +2.0% | +2.3% |
| 7D | +2.8% | -0.5% | +3.3% | +3.0% |
| 30D | -22.4% | +6.7% | -29.1% | -23.8% |
| 3M | -14.2% | -4.6% | -9.6% | -13.1% |
| 6M | +10.5% | +2.6% | +7.9% | +9.2% |
| YTD | +54.3% | +7.0% | +47.3% | +49.9% |
| 1Y | +68.0% | +23.5% | +44.5% | +56.0% |
| 3Y | +273.0% | +126.4% | +146.6% | +185.6% |
| 5Y | -26.3% | +13.0% | -39.4% | -33.7% |
| 10Y | +595.4% | +99.5% | +496.0% | +389.6% |
| All | +662.3% | +179.0% | +483.3% | +344.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling