+70.3%
TWLO vs KMB
+9.5%
+60.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -0.1% |
| 7D | +4.5% | +0.9% | +3.6% | +4.7% |
| 30D | -22.1% | +10.1% | -32.2% | -20.6% |
| 3M | -15.3% | 0.0% | -15.4% | -14.5% |
| 6M | +9.7% | +15.7% | -6.0% | +14.7% |
| YTD | +48.5% | +12.6% | +35.8% | +56.7% |
| 1Y | +70.3% | +10.1% | +60.2% | +80.4% |
| All | +70.3% | +9.5% | +60.8% | +80.4% |
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 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