+526.0%
KGC vs NTNX
+82.3%
+443.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.6% |
| 7D | -5.6% | -3.1% | -2.5% | -5.4% |
| 30D | +6.1% | +2.0% | +4.2% | +6.0% |
| 3M | +17.3% | +34.0% | -16.6% | +14.9% |
| 6M | -10.3% | +72.4% | -82.7% | -14.1% |
| YTD | +3.9% | +27.5% | -23.7% | +2.3% |
| 1Y | +25.7% | -18.7% | +44.5% | +30.7% |
| 3Y | +526.0% | +80.8% | +445.2% | +483.0% |
| All | +526.0% | +82.3% | +443.7% | +483.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling