-1.0%
NCLH vs KIM
+33.1%
-34.1%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.6% | +3.2% | +3.7% |
| 7D | +15.8% | +10.6% | +5.2% | +6.8% |
| 30D | +25.1% | +17.5% | +7.6% | +10.4% |
| 3M | -7.3% | +4.7% | -12.0% | -11.1% |
| 6M | +8.1% | +13.1% | -5.0% | -1.9% |
| YTD | -16.7% | +32.1% | -48.7% | -29.2% |
| 1Y | -1.0% | +32.7% | -33.7% | -16.4% |
| All | -1.0% | +33.1% | -34.1% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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