-27.6%
NCLH vs KGC
+146.3%
-173.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +0.2% | -6.7% | +6.9% | +0.7% |
| 30D | +20.8% | -6.7% | +27.4% | +21.3% |
| 3M | -8.1% | -22.6% | +14.4% | -6.6% |
| 6M | +11.8% | -33.4% | +45.3% | +14.7% |
| YTD | -19.5% | -26.0% | +6.5% | -18.3% |
| 1Y | -3.2% | -18.3% | +15.1% | -2.4% |
| 3Y | +37.1% | +315.8% | -278.7% | +23.7% |
| 5Y | -29.9% | +225.7% | -255.6% | -37.1% |
| 10Y | -53.3% | +610.5% | -663.7% | -58.2% |
| All | -27.6% | +146.3% | -173.8% | -29.7% |
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