+968.6%
KEYS vs NTNX
+148.8%
+819.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.1% |
| 6M | +19.1% | +72.4% | -53.3% | +5.9% |
| YTD | +66.7% | +27.5% | +39.1% | +56.4% |
| 1Y | +96.5% | -18.7% | +115.2% | +100.5% |
| 3Y | +155.2% | +80.8% | +74.4% | +117.3% |
| 5Y | +88.0% | +54.5% | +33.5% | +57.8% |
| All | +968.6% | +148.8% | +819.8% | +664.2% |
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