+245.0%
TWLO vs KMB
-8.5%
+253.5%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -3.2% |
| 7D | -1.2% | -2.7% | +1.5% | -1.4% |
| 30D | -6.4% | -5.0% | -1.4% | -6.7% |
| 3M | +6.3% | +6.6% | -0.3% | +7.1% |
| 6M | +76.4% | +1.0% | +75.5% | +77.7% |
| YTD | +58.8% | +6.0% | +52.9% | +60.5% |
| 1Y | +107.1% | -16.6% | +123.7% | +107.0% |
| 3Y | +245.0% | -8.6% | +253.6% | +232.4% |
| All | +245.0% | -8.5% | +253.5% | +232.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling