+71.8%
KORU vs NTNX
+148.8%
-77.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.7% |
| 7D | -1.7% | -3.1% | +1.4% | -0.4% |
| 30D | +13.5% | +2.0% | +11.6% | +12.9% |
| 3M | -45.2% | +34.0% | -79.2% | -51.8% |
| 6M | +17.1% | +72.4% | -55.3% | -7.5% |
| YTD | +154.1% | +27.5% | +126.6% | +120.9% |
| 1Y | +375.7% | -18.7% | +394.4% | +388.9% |
| 3Y | +474.0% | +80.8% | +393.3% | +312.9% |
| 5Y | +60.4% | +54.5% | +5.9% | +15.8% |
| All | +71.8% | +148.8% | -77.0% | -5.2% |
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