-37.9%
NCLH vs KIM
+126.4%
-164.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.7% |
| 7D | -0.3% | -0.3% | +0.1% | 0.0% |
| 30D | -20.1% | -1.7% | -18.3% | -18.9% |
| 3M | -17.0% | -0.8% | -16.2% | -16.6% |
| 6M | -23.2% | +4.4% | -27.6% | -26.2% |
| YTD | -31.0% | +21.2% | -52.3% | -42.0% |
| 1Y | -37.3% | +10.5% | -47.8% | -42.9% |
| 3Y | -5.6% | +47.5% | -53.1% | -34.0% |
| 5Y | -37.0% | +37.1% | -74.1% | -52.1% |
| 10Y | -55.3% | +29.5% | -84.8% | -72.3% |
| All | -37.9% | +126.4% | -164.3% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling