+38.7%
KNX vs NTNX
+54.0%
-15.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | -5.6% | -3.1% | -2.4% | -5.2% |
| 30D | -4.4% | +2.0% | -6.4% | -4.7% |
| 3M | -17.3% | +34.0% | -51.3% | -20.4% |
| 6M | +22.6% | +72.4% | -49.8% | +13.6% |
| YTD | +31.1% | +27.5% | +3.6% | +26.2% |
| 1Y | +60.2% | -18.7% | +78.9% | +63.5% |
| 3Y | +35.8% | +80.8% | -45.0% | +19.9% |
| All | +38.7% | +54.0% | -15.3% | +21.9% |
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 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