-11.0%
NCLH vs KMI
+111.5%
-122.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | -4.8% | -1.7% | -3.1% | -4.3% |
| 30D | -21.7% | -2.7% | -18.9% | -21.1% |
| 3M | -22.2% | -0.7% | -21.6% | -22.5% |
| 6M | -27.5% | -5.0% | -22.6% | -27.1% |
| YTD | -33.6% | +15.5% | -49.1% | -40.2% |
| 1Y | -45.0% | +16.4% | -61.4% | -50.9% |
| 3Y | -11.0% | +114.2% | -125.2% | -46.1% |
| All | -11.0% | +111.5% | -122.5% | -46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 3y: compounded portfolio wealth divided by compounded KMI 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…
3y analysis · Full analysis span regression · 6 months rolling