+239.1%
KDP vs NCLH
-53.1%
+292.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -4.0% | -3.4% | -7.2% |
| 7D | -4.0% | +1.7% | -5.7% | -4.1% |
| 30D | +8.5% | +17.9% | -9.4% | +7.4% |
| 3M | +20.7% | -4.5% | +25.2% | +20.9% |
| 6M | +23.2% | +12.9% | +10.3% | +22.1% |
| YTD | +30.5% | -19.1% | +49.6% | +31.2% |
| 1Y | +35.9% | -4.6% | +40.5% | +35.2% |
| 3Y | +24.8% | +37.0% | -12.2% | +19.4% |
| 5Y | +13.4% | -29.5% | +42.9% | +10.3% |
| All | +239.1% | -53.1% | +292.2% | +201.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling