-58.0%
NCLH vs KGC
+698.0%
-756.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -4.8% | -5.6% | +0.8% | -4.1% |
| 30D | -21.7% | +6.1% | -27.8% | -22.4% |
| 3M | -22.2% | +17.3% | -39.6% | -24.1% |
| 6M | -27.5% | -10.3% | -17.2% | -27.0% |
| YTD | -33.6% | +3.9% | -37.5% | -34.6% |
| 1Y | -45.0% | +25.7% | -70.7% | -47.2% |
| 3Y | -11.0% | +526.0% | -537.0% | -30.5% |
| 5Y | -39.7% | +455.5% | -495.2% | -53.2% |
| All | -58.0% | +698.0% | -756.0% | -68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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