-37.2%
NCLH vs KGC
+266.2%
-303.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -6.5% | -1.3% | -5.2% | -6.4% |
| 30D | -23.3% | +20.3% | -43.6% | -24.4% |
| 3M | -18.6% | +8.1% | -26.7% | -19.3% |
| 6M | -26.2% | -8.8% | -17.5% | -26.0% |
| YTD | -30.2% | +10.1% | -40.3% | -31.1% |
| 1Y | -39.2% | +44.2% | -83.4% | -41.0% |
| 3Y | -5.1% | +533.0% | -538.1% | -16.8% |
| 5Y | -36.8% | +443.0% | -479.8% | -44.9% |
| 10Y | -56.3% | +678.6% | -734.8% | -62.2% |
| All | -37.2% | +266.2% | -303.4% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling