+37.7%
KR vs NTNX
+82.3%
-44.6%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.8% | +1.9% | +2.7% |
| 7D | -0.2% | -3.1% | +3.0% | -0.2% |
| 30D | +5.1% | +2.0% | +3.1% | +5.1% |
| 3M | -8.2% | +34.0% | -42.1% | -7.6% |
| 6M | -18.0% | +72.4% | -90.4% | -16.9% |
| YTD | -4.8% | +27.5% | -32.3% | -4.7% |
| 1Y | -11.0% | -18.7% | +7.7% | -12.5% |
| 3Y | +37.7% | +80.8% | -43.1% | +41.3% |
| All | +37.7% | +82.3% | -44.6% | +41.3% |
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