+709.2%
TWLO vs KMB
+13.3%
+696.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.6% | -1.5% | -2.9% |
| 7D | -2.0% | -3.0% | +1.0% | -1.6% |
| 30D | +20.6% | -5.5% | +26.1% | +21.6% |
| 3M | -1.5% | +14.0% | -15.5% | -3.7% |
| 6M | +89.4% | +4.1% | +85.3% | +87.8% |
| YTD | +63.8% | +8.0% | +55.7% | +61.1% |
| 1Y | +119.7% | -13.7% | +133.5% | +124.5% |
| 3Y | +256.1% | -5.9% | +262.1% | +251.8% |
| 5Y | -36.6% | -8.6% | -27.9% | -37.7% |
| 10Y | +304.3% | +17.3% | +287.1% | +290.6% |
| All | +709.2% | +13.3% | +696.0% | +738.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling