-41.4%
NCLH vs KWEB
-42.7%
+1.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.1% | +1.5% |
| 7D | -4.8% | -5.6% | +0.7% | -2.9% |
| 30D | -21.7% | -10.7% | -11.0% | -18.6% |
| 3M | -22.2% | -7.4% | -14.8% | -20.4% |
| 6M | -27.5% | -19.3% | -8.2% | -22.2% |
| YTD | -33.6% | -27.8% | -5.8% | -26.0% |
| 1Y | -45.0% | -35.9% | -9.1% | -36.3% |
| 3Y | -11.0% | -1.9% | -9.1% | -14.3% |
| All | -41.4% | -42.7% | +1.3% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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