+119.7%
TWLO vs KVYO
-39.6%
+159.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.8% | +2.7% | -0.9% |
| 7D | -2.0% | -7.6% | +5.6% | +0.9% |
| 30D | +20.6% | -3.6% | +24.2% | +21.0% |
| 3M | -1.5% | +17.9% | -19.5% | -10.0% |
| 6M | +89.4% | -4.7% | +94.1% | +78.6% |
| YTD | +63.8% | -42.7% | +106.5% | +83.1% |
| 1Y | +119.7% | -40.3% | +160.0% | +132.0% |
| All | +119.7% | -39.6% | +159.4% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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