-12.5%
NCLH vs KGC
+520.4%
-532.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.2% |
| 7D | -6.5% | -8.4% | +1.9% | -5.3% |
| 30D | -22.1% | +6.3% | -28.4% | -23.0% |
| 3M | -18.7% | +22.4% | -41.1% | -21.6% |
| 6M | -28.4% | -11.4% | -17.0% | -27.9% |
| YTD | -34.7% | +3.1% | -37.9% | -35.9% |
| 1Y | -42.7% | +26.6% | -69.3% | -45.4% |
| All | -12.5% | +520.4% | -532.9% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling