-42.7%
NCLH vs KIM
+9.4%
-52.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.0% |
| 7D | -6.5% | -1.5% | -5.1% | -5.5% |
| 30D | -22.1% | -1.7% | -20.4% | -21.1% |
| 3M | -18.7% | -7.1% | -11.5% | -13.8% |
| 6M | -28.4% | +2.9% | -31.3% | -29.9% |
| YTD | -34.7% | +18.8% | -53.6% | -41.5% |
| 1Y | -42.7% | +9.4% | -52.1% | -45.0% |
| All | -42.7% | +9.4% | -52.1% | -45.0% |
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