+170.1%
KDP vs NCLH
-57.7%
+227.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.8% |
| 7D | -4.3% | -6.5% | +2.2% | -3.9% |
| 30D | +7.8% | -22.1% | +29.9% | +9.4% |
| 3M | -0.1% | -18.7% | +18.6% | +1.0% |
| 6M | +14.0% | -28.4% | +42.4% | +15.8% |
| YTD | +15.1% | -34.7% | +49.8% | +17.2% |
| 1Y | +18.5% | -42.7% | +61.2% | +21.4% |
| 3Y | +2.9% | -10.6% | +13.5% | +0.9% |
| 5Y | +3.0% | -40.7% | +43.7% | +1.1% |
| All | +170.1% | -57.7% | +227.8% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NCLH.
Daily Out/Under-Performance
Portfolio return minus NCLH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NCLH 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded NCLH 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling