+78.2%
NTNX vs KIM
+29.9%
+48.3%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -3.1% | -1.7% | -1.4% | -2.5% |
| 30D | +2.0% | -3.0% | +4.9% | +3.0% |
| 3M | +34.0% | -8.9% | +42.8% | +38.3% |
| 6M | +72.4% | +2.4% | +70.0% | +70.1% |
| YTD | +27.5% | +18.3% | +9.2% | +19.1% |
| 1Y | -18.7% | +8.2% | -26.9% | -21.7% |
| 3Y | +80.8% | +44.0% | +36.7% | +53.3% |
| 5Y | +54.5% | +37.3% | +17.1% | +33.3% |
| All | +78.2% | +29.9% | +48.3% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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