+307.6%
TWLO vs KMB
+15.0%
+292.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +2.0% | +1.8% |
| 7D | -3.9% | -7.7% | +3.8% | -2.8% |
| 30D | -9.7% | -8.2% | -1.5% | -8.6% |
| 3M | +11.6% | -1.9% | +13.5% | +11.7% |
| 6M | +84.7% | -0.7% | +85.4% | +84.3% |
| YTD | +62.5% | +1.4% | +61.1% | +61.4% |
| 1Y | +121.7% | -19.1% | +140.8% | +128.3% |
| 3Y | +253.0% | -12.6% | +265.6% | +252.8% |
| 5Y | -32.5% | -12.7% | -19.8% | -33.4% |
| All | +307.6% | +15.0% | +292.6% | +293.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling