-40.1%
NCLH vs KMI
+65.0%
-105.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.4% |
| 7D | -4.6% | -1.8% | -2.9% | -3.6% |
| 30D | -19.9% | +0.1% | -20.0% | -20.2% |
| 3M | -22.0% | +1.2% | -23.1% | -23.4% |
| 6M | -28.3% | -3.9% | -24.4% | -27.9% |
| YTD | -33.5% | +17.5% | -51.0% | -42.2% |
| 1Y | -41.5% | +22.6% | -64.1% | -50.8% |
| 3Y | -8.9% | +116.3% | -125.2% | -48.9% |
| 5Y | -40.5% | +157.6% | -198.1% | -70.2% |
| 10Y | -57.0% | +136.6% | -193.5% | -77.9% |
| All | -40.1% | +65.0% | -105.1% | -66.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling