-24.1%
NCLH vs KMB
+110.9%
-134.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | +22.6% | +10.2% | +12.4% | +19.1% |
| 3M | +0.6% | +1.5% | -0.8% | +0.2% |
| 6M | +13.5% | +16.6% | -3.1% | +8.5% |
| YTD | -15.7% | +12.1% | -27.7% | -18.5% |
| 1Y | 0.0% | +11.1% | -11.1% | -3.2% |
| 3Y | +42.8% | +1.9% | +40.9% | +37.7% |
| 5Y | -28.4% | -1.3% | -27.2% | -31.1% |
| 10Y | -51.0% | +37.8% | -88.8% | -58.9% |
| All | -24.1% | +110.9% | -134.9% | -40.4% |
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