-51.8%
NCLH vs KWEB
+20.3%
-72.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.3% |
| 7D | -6.5% | -4.3% | -2.2% | -4.9% |
| 30D | -22.1% | -13.0% | -9.1% | -17.6% |
| 3M | -18.7% | -7.6% | -11.1% | -16.4% |
| 6M | -28.4% | -21.1% | -7.3% | -21.5% |
| YTD | -34.7% | -28.2% | -6.5% | -25.7% |
| 1Y | -42.7% | -34.9% | -7.8% | -32.3% |
| 3Y | -10.6% | -0.8% | -9.9% | -15.5% |
| 5Y | -40.7% | -43.6% | +2.8% | -33.5% |
| 10Y | -57.8% | -21.7% | -36.1% | -61.1% |
| All | -51.8% | +20.3% | -72.1% | -58.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling