+5.1%
KDP vs NCLH
-38.4%
+43.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | -0.1% |
| 7D | +2.1% | -0.3% | +2.3% | +2.1% |
| 30D | +8.5% | -20.1% | +28.5% | +9.6% |
| 3M | +6.6% | -17.0% | +23.6% | +7.5% |
| 6M | +17.1% | -23.2% | +40.3% | +18.3% |
| YTD | +19.0% | -31.0% | +50.1% | +20.6% |
| 1Y | +21.8% | -37.3% | +59.0% | +23.8% |
| 3Y | +6.4% | -5.6% | +12.0% | +4.1% |
| 5Y | +5.1% | -37.0% | +42.1% | +2.9% |
| All | +5.1% | -38.4% | +43.6% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling