+64.3%
TWLO vs KEYS
+55.9%
+8.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.3% | +6.2% | +1.2% |
| 7D | -15.9% | -14.8% | -1.1% | -12.8% |
| 30D | -29.0% | -25.6% | -3.5% | -25.1% |
| 3M | +10.0% | -16.2% | +26.3% | +14.2% |
| 6M | +12.6% | -18.6% | +31.2% | +17.0% |
| YTD | +50.1% | +40.7% | +9.4% | +32.6% |
| 1Y | +64.3% | +59.6% | +4.7% | +35.7% |
| All | +64.3% | +55.9% | +8.3% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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