+433.3%
KLAC vs NTNX
+54.0%
+379.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.8% |
| 7D | -2.7% | -3.1% | +0.5% | -1.9% |
| 30D | -13.2% | +2.0% | -15.1% | -13.7% |
| 3M | -25.0% | +34.0% | -59.0% | -30.9% |
| 6M | +23.6% | +72.4% | -48.8% | +4.2% |
| YTD | +49.2% | +27.5% | +21.7% | +36.4% |
| 1Y | +89.3% | -18.7% | +108.1% | +98.1% |
| 3Y | +274.4% | +80.8% | +193.6% | +191.3% |
| All | +433.3% | +54.0% | +379.3% | +365.5% |
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