-43.1%
KHC vs NCLH
-71.9%
+28.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.8% | -6.5% | +4.7% | -1.2% |
| 30D | -1.9% | -23.3% | +21.4% | +0.2% |
| 3M | +14.4% | -18.6% | +33.0% | +16.2% |
| 6M | +8.7% | -26.2% | +35.0% | +10.9% |
| YTD | +7.8% | -30.2% | +38.0% | +9.9% |
| 1Y | -1.5% | -39.2% | +37.6% | +1.3% |
| 3Y | -9.9% | -5.1% | -4.8% | -13.0% |
| 5Y | -10.7% | -36.8% | +26.0% | -13.4% |
| 10Y | -55.7% | -56.3% | +0.6% | -61.0% |
| All | -43.1% | -71.9% | +28.7% | -45.8% |
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