-24.7%
KWEB vs NTNX
+148.8%
-173.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | -3.1% | -2.4% | -5.0% |
| 30D | -10.7% | +2.0% | -12.6% | -11.1% |
| 3M | -7.4% | +34.0% | -41.4% | -12.4% |
| 6M | -19.3% | +72.4% | -91.7% | -27.6% |
| YTD | -27.8% | +27.5% | -55.3% | -31.8% |
| 1Y | -35.9% | -18.7% | -17.2% | -34.6% |
| 3Y | -1.9% | +80.8% | -82.7% | -17.5% |
| 5Y | -43.2% | +54.5% | -97.7% | -52.9% |
| All | -24.7% | +148.8% | -173.4% | -45.8% |
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