+171.3%
KEY vs NTNX
+152.6%
+18.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -0.3% | +0.1% | -0.5% | -0.3% |
| 30D | -3.3% | +3.8% | -7.1% | -4.0% |
| 3M | -0.7% | +31.9% | -32.7% | -5.6% |
| 6M | +12.5% | +68.5% | -56.0% | +1.6% |
| YTD | +8.4% | +29.5% | -21.1% | +2.2% |
| 1Y | +18.4% | -11.6% | +30.1% | +18.9% |
| 3Y | +123.3% | +85.1% | +38.2% | +91.9% |
| 5Y | +38.8% | +54.8% | -16.0% | +18.2% |
| All | +171.3% | +152.6% | +18.7% | +95.6% |
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