-1.0%
NCLH vs KMX
+35.0%
-36.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.7% |
| 7D | +15.8% | +2.1% | +13.7% | +15.2% |
| 30D | +25.1% | +0.5% | +24.6% | +24.9% |
| 3M | -7.3% | -4.1% | -3.2% | -6.4% |
| 6M | +8.1% | +49.5% | -41.4% | -3.0% |
| YTD | -16.7% | +42.7% | -59.4% | -25.6% |
| 1Y | -1.0% | +35.3% | -36.3% | -11.4% |
| All | -1.0% | +35.0% | -36.0% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling