+119.7%
TWLO vs KNX
+68.2%
+51.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +3.8% | -6.9% | -3.7% |
| 7D | -2.0% | +7.4% | -9.4% | -3.1% |
| 30D | +20.6% | +2.0% | +18.6% | +20.1% |
| 3M | -1.5% | -7.9% | +6.3% | -0.4% |
| 6M | +89.4% | +14.4% | +75.1% | +85.3% |
| YTD | +63.8% | +38.9% | +24.9% | +51.3% |
| 1Y | +119.7% | +65.9% | +53.8% | +85.5% |
| All | +119.7% | +68.2% | +51.5% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling