+684.6%
TWLO vs KGC
+588.6%
+96.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.9% |
| 7D | -1.2% | +2.4% | -3.7% | -1.3% |
| 30D | -6.4% | +9.2% | -15.6% | -7.0% |
| 3M | +6.3% | +16.7% | -10.5% | +5.1% |
| 6M | +76.4% | -7.0% | +83.4% | +76.5% |
| YTD | +58.8% | +7.5% | +51.3% | +57.2% |
| 1Y | +107.1% | +34.4% | +72.7% | +101.5% |
| 3Y | +245.0% | +552.0% | -307.0% | +200.3% |
| 5Y | -36.0% | +454.5% | -490.5% | -44.3% |
| 10Y | +293.2% | +658.7% | -365.5% | +282.6% |
| All | +684.6% | +588.6% | +96.0% | +643.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded KGC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling