-58.7%
NCLH vs KMB
+15.0%
-73.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -6.5% | -7.7% | +1.1% | -4.5% |
| 30D | -22.1% | -8.2% | -13.9% | -20.3% |
| 3M | -18.7% | -1.9% | -16.8% | -18.1% |
| 6M | -28.4% | -0.7% | -27.7% | -28.1% |
| YTD | -34.7% | +1.4% | -36.1% | -34.9% |
| 1Y | -42.7% | -19.1% | -23.6% | -39.9% |
| 3Y | -10.6% | -12.6% | +2.0% | -9.9% |
| 5Y | -40.7% | -12.7% | -28.1% | -41.0% |
| All | -58.7% | +15.0% | -73.7% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded KMB 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling