+80.9%
NTNX vs KIM
+32.0%
+48.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | +0.1% | -1.0% | +1.1% | +0.5% |
| 30D | +3.8% | -1.1% | +4.9% | +4.2% |
| 3M | +31.9% | -5.3% | +37.3% | +34.4% |
| 6M | +68.5% | +3.9% | +64.6% | +65.4% |
| YTD | +29.5% | +20.3% | +9.2% | +20.3% |
| 1Y | -11.6% | +10.4% | -22.1% | -15.5% |
| 3Y | +85.1% | +46.3% | +38.8% | +56.1% |
| 5Y | +54.8% | +37.6% | +17.2% | +33.5% |
| All | +80.9% | +32.0% | +48.9% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling