+709.2%
TWLO vs KGC
+605.0%
+104.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -3.0% |
| 7D | -2.0% | -1.3% | -0.7% | -1.9% |
| 30D | +20.6% | +20.3% | +0.3% | +19.2% |
| 3M | -1.5% | +8.1% | -9.6% | -2.2% |
| 6M | +89.4% | -8.8% | +98.2% | +89.7% |
| YTD | +63.8% | +10.1% | +53.7% | +61.8% |
| 1Y | +119.7% | +44.2% | +75.5% | +112.8% |
| 3Y | +256.1% | +533.0% | -276.9% | +210.5% |
| 5Y | -36.6% | +443.0% | -479.6% | -44.8% |
| 10Y | +304.3% | +678.6% | -374.2% | +293.1% |
| All | +709.2% | +605.0% | +104.2% | +665.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling