-40.5%
NCLH vs KGC
+454.1%
-494.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.8% | -3.6% |
| 7D | -4.6% | -0.1% | -4.5% | -4.6% |
| 30D | -19.9% | +10.5% | -30.4% | -21.7% |
| 3M | -22.0% | +19.8% | -41.8% | -25.1% |
| 6M | -28.3% | -6.7% | -21.6% | -28.0% |
| YTD | -33.5% | +7.8% | -41.2% | -35.7% |
| 1Y | -41.5% | +35.7% | -77.1% | -46.2% |
| 3Y | -8.9% | +553.7% | -562.6% | -43.7% |
| 5Y | -40.5% | +461.7% | -502.1% | -60.9% |
| All | -40.5% | +454.1% | -494.6% | -60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling