-37.9%
NCLH vs KMX
+58.1%
-96.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | +1.4% |
| 7D | -0.3% | -0.7% | +0.4% | +0.1% |
| 30D | -20.1% | +4.1% | -24.2% | -22.1% |
| 3M | -17.0% | +27.5% | -44.6% | -29.4% |
| 6M | -23.2% | +43.6% | -66.8% | -40.3% |
| YTD | -31.0% | +56.8% | -87.8% | -49.9% |
| 1Y | -37.3% | -1.3% | -35.9% | -42.3% |
| 3Y | -5.6% | -25.4% | +19.8% | +0.7% |
| 5Y | -37.0% | -53.9% | +16.9% | -12.9% |
| 10Y | -55.3% | +0.7% | -55.9% | -61.1% |
| All | -37.9% | +58.1% | -96.0% | -50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling