+240.8%
TWLO vs KNX
+34.6%
+206.2%
-45.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.2% |
| 7D | -2.4% | -5.6% | +3.2% | -0.7% |
| 30D | -7.8% | -4.4% | -3.4% | -6.6% |
| 3M | +10.0% | -17.3% | +27.4% | +16.3% |
| 6M | +79.5% | +22.6% | +56.8% | +65.4% |
| YTD | +59.8% | +31.1% | +28.7% | +41.9% |
| 1Y | +121.7% | +60.2% | +61.5% | +80.0% |
| 3Y | +240.8% | +35.8% | +205.1% | +192.8% |
| All | +240.8% | +34.6% | +206.2% | +192.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling