+34.5%
KEY vs NTNX
+54.0%
-19.5%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -1.5% | -3.1% | +1.6% | -1.0% |
| 30D | -3.7% | +2.0% | -5.6% | -4.1% |
| 3M | -1.3% | +34.0% | -35.2% | -6.4% |
| 6M | +13.3% | +72.4% | -59.1% | +1.6% |
| YTD | +9.0% | +27.5% | -18.6% | +3.1% |
| 1Y | +18.7% | -18.7% | +37.4% | +22.1% |
| 3Y | +125.3% | +80.8% | +44.5% | +93.4% |
| All | +34.5% | +54.0% | -19.5% | +18.0% |
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