-35.3%
KEEL vs NTNX
+54.0%
-89.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.4% |
| 7D | +2.9% | -3.1% | +6.0% | +4.5% |
| 30D | +0.8% | +2.0% | -1.1% | -0.4% |
| 3M | -35.3% | +34.0% | -69.3% | -45.1% |
| 6M | +59.4% | +72.4% | -13.0% | +15.6% |
| YTD | +51.9% | +27.5% | +24.4% | +28.1% |
| 1Y | +75.0% | -18.7% | +93.7% | +85.3% |
| 3Y | +224.5% | +80.8% | +143.8% | +90.0% |
| All | -35.3% | +54.0% | -89.3% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling