+175.3%
KDP vs NTNX
+152.6%
+22.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.4% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +9.5% | +3.8% | +5.6% | +9.3% |
| 3M | +2.6% | +31.9% | -29.3% | +1.1% |
| 6M | +15.6% | +68.5% | -52.9% | +12.1% |
| YTD | +17.3% | +29.5% | -12.2% | +15.3% |
| 1Y | +20.1% | -11.6% | +31.7% | +20.5% |
| 3Y | +4.9% | +85.1% | -80.2% | -1.5% |
| 5Y | +5.0% | +54.8% | -49.8% | -1.7% |
| All | +175.3% | +152.6% | +22.7% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 all: compounded portfolio wealth divided by compounded NTNX 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…
all analysis · Full analysis span regression · 6 months rolling