+64.3%
TWLO vs KMB
+11.9%
+52.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.3% | +0.7% |
| 7D | -15.9% | +0.4% | -16.2% | -15.7% |
| 30D | -29.0% | +14.0% | -43.1% | -27.2% |
| 3M | +10.0% | -1.3% | +11.3% | +10.6% |
| 6M | +12.6% | +16.7% | -4.1% | +18.1% |
| YTD | +50.1% | +12.0% | +38.1% | +58.0% |
| 1Y | +64.3% | +13.6% | +50.6% | +73.8% |
| All | +64.3% | +11.9% | +52.3% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 1y: compounded portfolio wealth divided by compounded KMB 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…
1y analysis · Full analysis span regression · 6 months rolling