-27.6%
NCLH vs KMB
+112.0%
-139.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -1.2% |
| 7D | +0.2% | +0.9% | -0.7% | -0.1% |
| 30D | +20.8% | +10.1% | +10.7% | +17.3% |
| 3M | -8.1% | 0.0% | -8.2% | -8.2% |
| 6M | +11.8% | +15.7% | -3.9% | +7.2% |
| YTD | -19.5% | +12.6% | -32.2% | -22.4% |
| 1Y | -3.2% | +10.1% | -13.4% | -6.1% |
| 3Y | +37.1% | +2.1% | +35.0% | +32.2% |
| 5Y | -29.9% | -0.7% | -29.3% | -32.7% |
| 10Y | -53.3% | +38.5% | -91.8% | -60.9% |
| All | -27.6% | +112.0% | -139.5% | -43.2% |
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