-13.4%
KHC vs NCLH
-39.0%
+25.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.3% | -1.1% |
| 7D | -4.8% | -4.6% | -0.2% | -4.7% |
| 30D | +0.3% | -19.9% | +20.2% | +0.9% |
| 3M | +6.7% | -22.0% | +28.7% | +7.5% |
| 6M | +4.2% | -28.3% | +32.5% | +5.0% |
| YTD | +6.7% | -33.5% | +40.2% | +7.6% |
| 1Y | -1.4% | -41.5% | +40.1% | -0.4% |
| 3Y | -11.8% | -8.9% | -2.9% | -12.5% |
| 5Y | -13.4% | -40.5% | +27.1% | -10.6% |
| All | -13.4% | -39.0% | +25.7% | -10.6% |
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