-13.3%
KMB vs NTNX
+82.3%
-95.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -6.5% | -3.1% | -3.3% | -6.6% |
| 30D | -8.8% | +2.0% | -10.8% | -8.7% |
| 3M | -2.2% | +34.0% | -36.1% | -1.1% |
| 6M | +0.7% | +72.4% | -71.7% | +2.9% |
| YTD | +1.0% | +27.5% | -26.5% | +2.2% |
| 1Y | -20.3% | -18.7% | -1.6% | -20.4% |
| 3Y | -13.3% | +80.8% | -94.0% | -12.9% |
| All | -13.3% | +82.3% | -95.6% | -12.9% |
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