+709.2%
TWLO vs KEY
+188.7%
+520.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.2% |
| 7D | -2.0% | +2.2% | -4.2% | -2.7% |
| 30D | +20.6% | -3.0% | +23.6% | +21.7% |
| 3M | -1.5% | +3.3% | -4.9% | -2.7% |
| 6M | +89.4% | +9.2% | +80.2% | +83.5% |
| YTD | +63.8% | +10.6% | +53.1% | +57.7% |
| 1Y | +119.7% | +20.4% | +99.3% | +105.8% |
| 3Y | +256.1% | +121.8% | +134.3% | +173.7% |
| 5Y | -36.6% | +41.1% | -77.7% | -45.8% |
| 10Y | +304.3% | +168.5% | +135.8% | +144.7% |
| All | +709.2% | +188.7% | +520.6% | +367.5% |
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