-1.0%
KWEB vs NTNX
+87.6%
-88.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.2% |
| 7D | -5.1% | -0.5% | -4.5% | -5.0% |
| 30D | -8.4% | +1.6% | -10.1% | -8.6% |
| 3M | -6.6% | +37.3% | -43.9% | -9.9% |
| 6M | -18.0% | +72.3% | -90.3% | -23.0% |
| YTD | -27.4% | +31.0% | -58.3% | -29.7% |
| 1Y | -35.4% | -14.6% | -20.9% | -34.3% |
| 3Y | -1.0% | +89.6% | -90.6% | -22.0% |
| All | -1.0% | +87.6% | -88.6% | -22.0% |
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