-24.5%
KVUE vs NTNX
+172.5%
-197.0%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -5.1% | -3.1% | -2.0% | -5.1% |
| 30D | -6.3% | +2.0% | -8.3% | -6.3% |
| 3M | -0.5% | +34.0% | -34.5% | -0.6% |
| 6M | +3.1% | +72.4% | -69.3% | +2.9% |
| YTD | +6.7% | +27.5% | -20.8% | +6.7% |
| 1Y | -1.1% | -18.7% | +17.6% | -0.6% |
| 3Y | -8.7% | +80.8% | -89.5% | -13.3% |
| All | -24.5% | +172.5% | -197.0% | -30.6% |
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