-58.0%
NCLH vs KNX
+166.7%
-224.7%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.5% |
| 7D | -4.8% | -5.6% | +0.8% | -2.1% |
| 30D | -21.7% | -4.4% | -17.3% | -20.0% |
| 3M | -22.2% | -17.3% | -4.9% | -15.0% |
| 6M | -27.5% | +22.6% | -50.2% | -35.4% |
| YTD | -33.6% | +31.1% | -64.8% | -42.7% |
| 1Y | -45.0% | +60.2% | -105.2% | -57.5% |
| 3Y | -11.0% | +35.8% | -46.8% | -26.6% |
| 5Y | -39.7% | +38.9% | -78.6% | -50.9% |
| All | -58.0% | +166.7% | -224.7% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 10y: compounded portfolio wealth divided by compounded KNX 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…
10y analysis · Full analysis span regression · 6 months rolling