-56.0%
KHC vs NCLH
-57.7%
+1.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.7% |
| 7D | -2.5% | -6.5% | +4.0% | -2.0% |
| 30D | +0.5% | -22.1% | +22.6% | +2.4% |
| 3M | +3.0% | -18.7% | +21.7% | +4.6% |
| 6M | +6.6% | -28.4% | +35.0% | +8.9% |
| YTD | +5.8% | -34.7% | +40.5% | +8.3% |
| 1Y | -2.2% | -42.7% | +40.5% | +0.9% |
| 3Y | -12.5% | -10.6% | -1.9% | -15.0% |
| 5Y | -13.6% | -40.7% | +27.2% | -15.6% |
| All | -56.0% | -57.7% | +1.7% | -60.3% |
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