-58.7%
NCLH vs KIM
+33.1%
-91.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -0.8% |
| 7D | -6.5% | -1.5% | -5.1% | -5.2% |
| 30D | -22.1% | -1.7% | -20.4% | -20.9% |
| 3M | -18.7% | -7.1% | -11.5% | -13.0% |
| 6M | -28.4% | +2.9% | -31.3% | -30.4% |
| YTD | -34.7% | +18.8% | -53.6% | -44.7% |
| 1Y | -42.7% | +9.4% | -52.1% | -47.6% |
| 3Y | -10.6% | +44.6% | -55.2% | -37.8% |
| 5Y | -40.7% | +37.9% | -78.7% | -56.3% |
| All | -58.7% | +33.1% | -91.7% | -76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling