+2,935.4%
KLAC vs NTNX
+148.8%
+2,786.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.8% |
| 6M | +23.6% | +72.4% | -48.8% | +5.3% |
| YTD | +49.2% | +27.5% | +21.7% | +36.5% |
| 1Y | +89.3% | -18.7% | +108.1% | +93.9% |
| 3Y | +274.4% | +80.8% | +193.6% | +200.8% |
| 5Y | +440.9% | +54.5% | +386.5% | +330.0% |
| All | +2,935.4% | +148.8% | +2,786.7% | +1,872.3% |
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