+637.9%
KDP vs NCLH
-25.0%
+663.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.1% | +1.6% |
| 7D | +4.0% | +1.2% | +2.8% | +3.9% |
| 30D | +16.8% | +22.6% | -5.8% | +15.2% |
| 3M | +32.0% | +0.6% | +31.4% | +31.8% |
| 6M | +35.2% | +13.5% | +21.6% | +33.7% |
| YTD | +40.9% | -15.7% | +56.6% | +41.3% |
| 1Y | +47.7% | 0.0% | +47.7% | +46.4% |
| 3Y | +34.8% | +42.8% | -8.0% | +28.1% |
| 5Y | +22.6% | -28.4% | +51.1% | +19.0% |
| 10Y | +266.4% | -51.0% | +317.4% | +231.1% |
| All | +637.9% | -25.0% | +663.0% | +567.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling