+96.0%
KEYS vs NTNX
+0.3%
+95.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.5% | +1.4% |
| 7D | +2.3% | -1.6% | +3.9% | +2.2% |
| 30D | -2.6% | +11.6% | -14.3% | -2.5% |
| 3M | -4.6% | +23.8% | -28.4% | -3.8% |
| 6M | +8.7% | +68.8% | -60.1% | +7.3% |
| YTD | +61.0% | +31.7% | +29.4% | +62.7% |
| 1Y | +96.0% | -0.9% | +96.9% | +111.9% |
| All | +96.0% | +0.3% | +95.7% | +111.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling