-41.4%
NCLH vs KMX
-54.8%
+13.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.0% |
| 7D | -4.8% | -3.1% | -1.7% | -3.3% |
| 30D | -21.7% | +4.4% | -26.1% | -23.5% |
| 3M | -22.2% | +18.9% | -41.2% | -29.7% |
| 6M | -27.5% | +44.3% | -71.8% | -41.7% |
| YTD | -33.6% | +58.7% | -92.3% | -49.9% |
| 1Y | -45.0% | +0.1% | -45.1% | -48.4% |
| 3Y | -11.0% | -24.4% | +13.4% | -3.6% |
| All | -41.4% | -54.8% | +13.4% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling