+240.6%
TWLO vs KGC
+548.3%
-307.7%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.6% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -9.1% | +10.5% | -19.6% | -9.8% |
| 3M | +11.0% | +19.8% | -8.8% | +9.5% |
| 6M | +79.4% | -6.7% | +86.0% | +79.4% |
| YTD | +59.7% | +7.8% | +51.9% | +57.9% |
| 1Y | +112.3% | +35.7% | +76.7% | +104.9% |
| All | +240.6% | +548.3% | -307.7% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling