+64.3%
TWLO vs KWEB
-34.1%
+98.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.5% | -4.6% | -2.0% |
| 7D | -15.9% | +5.8% | -21.7% | -17.9% |
| 30D | -29.0% | -1.0% | -28.1% | -28.7% |
| 3M | +10.0% | -15.8% | +25.8% | +17.7% |
| 6M | +12.6% | -14.9% | +27.5% | +18.5% |
| YTD | +50.1% | -28.6% | +78.7% | +65.3% |
| 1Y | +64.3% | -33.9% | +98.2% | +91.5% |
| All | +64.3% | -34.1% | +98.4% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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