-39.6%
NCLH vs KIM
+36.7%
-76.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -2.8% |
| 7D | -4.6% | -1.0% | -3.7% | -3.7% |
| 30D | -19.9% | -1.1% | -18.9% | -19.2% |
| 3M | -22.0% | -5.3% | -16.6% | -18.0% |
| 6M | -28.3% | +3.9% | -32.2% | -31.0% |
| YTD | -33.5% | +20.3% | -53.7% | -44.5% |
| 1Y | -41.5% | +10.4% | -51.9% | -47.1% |
| 3Y | -8.9% | +46.3% | -55.2% | -38.8% |
| All | -39.6% | +36.7% | -76.3% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling