-45.0%
NCLH vs KNX
+65.4%
-110.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.3% | +2.4% |
| 7D | -4.8% | -5.6% | +0.8% | -2.3% |
| 30D | -21.7% | -4.4% | -17.3% | -20.1% |
| 3M | -22.2% | -17.3% | -4.9% | -15.6% |
| 6M | -27.5% | +22.6% | -50.2% | -34.9% |
| YTD | -33.6% | +31.1% | -64.8% | -41.0% |
| 1Y | -45.0% | +60.2% | -105.2% | -53.2% |
| All | -45.0% | +65.4% | -110.4% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling