-35.6%
TWLO vs KMB
-14.2%
-21.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +0.6% |
| 7D | +0.2% | -8.6% | +8.8% | +0.2% |
| 30D | -9.1% | -7.5% | -1.6% | -9.1% |
| 3M | +11.0% | -0.6% | +11.6% | +11.0% |
| 6M | +79.4% | -1.5% | +80.9% | +79.8% |
| YTD | +59.7% | +1.6% | +58.1% | +59.9% |
| 1Y | +112.3% | -20.8% | +133.1% | +115.0% |
| 3Y | +247.0% | -12.4% | +259.4% | +242.6% |
| 5Y | -35.6% | -12.9% | -22.6% | -41.2% |
| All | -35.6% | -14.2% | -21.4% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling