-25.1%
KORU vs NTNX
-16.9%
-8.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -8.1% | -29.3% | -36.5% |
| 7D | -48.7% | -17.2% | -31.5% | -48.1% |
| 30D | -68.9% | -20.2% | -48.7% | -68.8% |
| 3M | -64.6% | -4.0% | -60.6% | -63.1% |
| 6M | -82.2% | +34.8% | -117.0% | -80.0% |
| YTD | -28.1% | +13.3% | -41.3% | -18.6% |
| 1Y | -25.1% | -16.0% | -9.1% | -16.0% |
| All | -25.1% | -16.9% | -8.3% | -16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling