+637.1%
TWLO vs KMB
+15.7%
+621.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.5% | -1.8% | -3.1% |
| 7D | +5.6% | -3.0% | +8.6% | +6.0% |
| 30D | -24.6% | +9.1% | -33.7% | -25.7% |
| 3M | -14.0% | -0.4% | -13.5% | -14.0% |
| 6M | +10.1% | +13.0% | -2.9% | +7.6% |
| YTD | +49.2% | +10.3% | +38.8% | +46.1% |
| 1Y | +65.2% | +8.2% | +57.0% | +62.3% |
| 3Y | +260.7% | +0.4% | +260.3% | +250.8% |
| 5Y | -30.2% | -2.7% | -27.5% | -32.5% |
| 10Y | +572.4% | +35.7% | +536.7% | +445.9% |
| All | +637.1% | +15.7% | +621.4% | +660.0% |
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