+90.1%
KEYS vs NTNX
+54.0%
+36.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.2% | +3.8% |
| 7D | +3.5% | -3.1% | +6.6% | +4.1% |
| 30D | -4.5% | +2.0% | -6.4% | -4.9% |
| 3M | -0.4% | +34.0% | -34.4% | -6.4% |
| 6M | +19.1% | +72.4% | -53.3% | +4.8% |
| YTD | +66.7% | +27.5% | +39.1% | +56.0% |
| 1Y | +96.5% | -18.7% | +115.2% | +103.4% |
| 3Y | +155.2% | +80.8% | +74.4% | +112.2% |
| All | +90.1% | +54.0% | +36.0% | +71.7% |
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