+78.2%
NTNX vs KMX
+17.3%
+60.9%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.4% |
| 7D | -3.1% | -3.1% | 0.0% | -2.2% |
| 30D | +2.0% | +4.4% | -2.5% | +0.5% |
| 3M | +34.0% | +18.9% | +15.1% | +26.0% |
| 6M | +72.4% | +44.3% | +28.1% | +50.5% |
| YTD | +27.5% | +58.7% | -31.2% | +7.0% |
| 1Y | -18.7% | +0.1% | -18.9% | -22.5% |
| 3Y | +80.8% | -24.4% | +105.2% | +82.4% |
| 5Y | +54.5% | -54.4% | +108.9% | +83.0% |
| All | +78.2% | +17.3% | +60.9% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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