+617.7%
TWLO vs KEY
+178.7%
+439.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.4% | +1.5% |
| 7D | -0.5% | -0.4% | -0.1% | -0.3% |
| 30D | -28.6% | +7.2% | -35.8% | -30.1% |
| 3M | -14.4% | -4.9% | -9.5% | -13.1% |
| 6M | +2.4% | +1.1% | +1.4% | +1.7% |
| YTD | +45.3% | +6.8% | +38.5% | +41.2% |
| 1Y | +61.8% | +23.3% | +38.6% | +50.4% |
| 3Y | +269.0% | +126.1% | +142.9% | +182.7% |
| 5Y | -33.5% | +15.2% | -48.7% | -40.4% |
| 10Y | +549.6% | +113.6% | +436.0% | +343.4% |
| All | +617.7% | +178.7% | +439.1% | +318.7% |
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