+182.8%
KO vs NTNX
+148.8%
+34.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +0.5% |
| 7D | +0.2% | -3.1% | +3.4% | +0.4% |
| 30D | +1.8% | +2.0% | -0.1% | +1.7% |
| 3M | +7.7% | +34.0% | -26.3% | +6.3% |
| 6M | +15.3% | +72.4% | -57.1% | +12.3% |
| YTD | +28.0% | +27.5% | +0.5% | +26.3% |
| 1Y | +34.3% | -18.7% | +53.0% | +35.2% |
| 3Y | +63.8% | +80.8% | -17.0% | +55.7% |
| 5Y | +84.1% | +54.5% | +29.6% | +74.0% |
| All | +182.8% | +148.8% | +34.0% | +148.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling