+689.7%
TWLO vs KEYS
+1,005.6%
-315.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.0% | -5.6% | -4.1% |
| 7D | -2.4% | +3.5% | -5.9% | -4.6% |
| 30D | -7.8% | -4.5% | -3.3% | -5.7% |
| 3M | +10.0% | -0.4% | +10.4% | +7.6% |
| 6M | +79.5% | +19.1% | +60.3% | +53.5% |
| YTD | +59.8% | +66.7% | -6.8% | +5.5% |
| 1Y | +121.7% | +96.5% | +25.2% | +30.3% |
| 3Y | +240.8% | +155.2% | +85.6% | +58.9% |
| 5Y | -33.6% | +88.0% | -121.6% | -61.1% |
| 10Y | +306.0% | +1,046.8% | -740.8% | -35.5% |
| All | +689.7% | +1,005.6% | -315.9% | +31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling