-45.0%
NCLH vs KGC
+28.2%
-73.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | -4.8% | -5.6% | +0.8% | -3.8% |
| 30D | -21.7% | +6.1% | -27.8% | -22.7% |
| 3M | -22.2% | +17.3% | -39.6% | -25.0% |
| 6M | -27.5% | -10.3% | -17.2% | -27.5% |
| YTD | -33.6% | +3.9% | -37.5% | -35.5% |
| 1Y | -45.0% | +25.7% | -70.7% | -48.8% |
| All | -45.0% | +28.2% | -73.2% | -48.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling