-37.2%
NCLH vs KMB
+103.3%
-140.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.3% |
| 7D | -6.5% | -3.0% | -3.4% | -5.6% |
| 30D | -23.3% | -5.5% | -17.8% | -22.0% |
| 3M | -18.6% | +14.0% | -32.6% | -21.6% |
| 6M | -26.2% | +4.1% | -30.3% | -27.1% |
| YTD | -30.2% | +8.0% | -38.3% | -31.8% |
| 1Y | -39.2% | -13.7% | -25.4% | -37.0% |
| 3Y | -5.1% | -5.9% | +0.9% | -6.1% |
| 5Y | -36.8% | -8.6% | -28.1% | -37.6% |
| 10Y | -56.3% | +17.3% | -73.6% | -60.9% |
| All | -37.2% | +103.3% | -140.5% | -50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling