+662.3%
TWLO vs KMB
+17.5%
+644.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.2% | +2.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -22.4% | +10.2% | -32.6% | -23.5% |
| 3M | -14.2% | +1.5% | -15.7% | -14.6% |
| 6M | +10.5% | +16.6% | -6.1% | +7.5% |
| YTD | +54.3% | +12.1% | +42.2% | +50.7% |
| 1Y | +68.0% | +11.1% | +56.9% | +64.3% |
| 3Y | +273.0% | +1.9% | +271.1% | +262.1% |
| 5Y | -26.3% | -1.3% | -25.1% | -28.8% |
| 10Y | +595.4% | +37.8% | +557.7% | +463.4% |
| All | +662.3% | +17.5% | +644.9% | +684.4% |
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 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