+301.0%
TWLO vs KNX
+166.7%
+134.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.1% |
| 7D | -2.4% | -5.6% | +3.2% | -0.4% |
| 30D | -7.8% | -4.4% | -3.4% | -6.4% |
| 3M | +10.0% | -17.3% | +27.4% | +17.1% |
| 6M | +79.5% | +22.6% | +56.8% | +63.9% |
| YTD | +59.8% | +31.1% | +28.7% | +41.0% |
| 1Y | +121.7% | +60.2% | +61.5% | +79.8% |
| 3Y | +240.8% | +35.8% | +205.1% | +187.0% |
| 5Y | -33.6% | +38.9% | -72.5% | -44.6% |
| All | +301.0% | +166.7% | +134.2% | +181.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling