-39.2%
NCLH vs KIM
+9.1%
-48.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.9% |
| 7D | -6.5% | -0.8% | -5.7% | -6.0% |
| 30D | -23.3% | -5.1% | -18.2% | -20.2% |
| 3M | -18.6% | -0.6% | -18.0% | -18.3% |
| 6M | -26.2% | +2.4% | -28.6% | -27.6% |
| YTD | -30.2% | +19.0% | -49.3% | -37.7% |
| 1Y | -39.2% | +8.4% | -47.6% | -40.7% |
| All | -39.2% | +9.1% | -48.3% | -40.7% |
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