-12.5%
NCLH vs KMX
-26.1%
+13.5%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.1% |
| 7D | -6.5% | -3.4% | -3.2% | -5.1% |
| 30D | -22.1% | +4.0% | -26.1% | -23.5% |
| 3M | -18.7% | +24.8% | -43.5% | -27.0% |
| 6M | -28.4% | +43.6% | -72.0% | -40.8% |
| YTD | -34.7% | +56.6% | -91.3% | -48.8% |
| 1Y | -42.7% | +2.2% | -45.0% | -45.5% |
| All | -12.5% | -26.1% | +13.5% | -9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling