-32.5%
TWLO vs KGC
+435.7%
-468.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.2% |
| 7D | -3.9% | -8.4% | +4.5% | -3.0% |
| 30D | -9.7% | +6.3% | -16.0% | -10.4% |
| 3M | +11.6% | +22.4% | -10.8% | +9.0% |
| 6M | +84.7% | -11.4% | +96.1% | +85.8% |
| YTD | +62.5% | +3.1% | +59.4% | +60.1% |
| 1Y | +121.7% | +26.6% | +95.1% | +111.8% |
| 3Y | +253.0% | +525.6% | -272.6% | +163.0% |
| 5Y | -32.5% | +451.7% | -484.1% | -47.6% |
| All | -32.5% | +435.7% | -468.2% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling