-27.2%
KWEB vs NTNX
+0.3%
-27.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.0% | -1.6% | +0.6% | -0.9% |
| 30D | -8.7% | +11.6% | -20.4% | -9.7% |
| 3M | -4.0% | +23.8% | -27.8% | -6.1% |
| 6M | -13.1% | +68.8% | -81.9% | -17.0% |
| YTD | -23.5% | +31.7% | -55.2% | -24.4% |
| 1Y | -27.2% | -0.9% | -26.3% | -23.3% |
| All | -27.2% | +0.3% | -27.4% | -23.3% |
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 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