-57.9%
NCLH vs KMB
+15.3%
-73.2%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | -2.4% |
| 7D | -4.6% | -8.6% | +4.0% | -2.3% |
| 30D | -19.9% | -7.5% | -12.4% | -18.2% |
| 3M | -22.0% | -0.6% | -21.3% | -21.7% |
| 6M | -28.3% | -1.5% | -26.7% | -27.9% |
| YTD | -33.5% | +1.6% | -35.1% | -33.7% |
| 1Y | -41.5% | -20.8% | -20.7% | -38.3% |
| 3Y | -8.9% | -12.4% | +3.5% | -8.2% |
| 5Y | -40.5% | -12.9% | -27.5% | -40.6% |
| All | -57.9% | +15.3% | -73.2% | -59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling