+664.3%
KGC vs NTNX
+146.9%
+517.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.3% | -2.0% | -4.1% |
| 7D | -8.4% | -3.9% | -4.5% | -8.2% |
| 30D | +6.3% | +1.7% | +4.6% | +6.2% |
| 3M | +22.4% | +31.7% | -9.3% | +20.1% |
| 6M | -11.4% | +69.4% | -80.8% | -14.8% |
| YTD | +3.1% | +26.6% | -23.4% | +1.1% |
| 1Y | +26.6% | -15.2% | +41.8% | +27.5% |
| 3Y | +525.6% | +80.9% | +444.7% | +491.6% |
| 5Y | +451.7% | +53.3% | +398.3% | +418.0% |
| All | +664.3% | +146.9% | +517.4% | +606.1% |
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