+696.7%
KKR vs NCLH
-56.9%
+753.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | -6.2% | -4.8% | -1.4% | -4.8% |
| 30D | -8.9% | -21.7% | +12.8% | -2.4% |
| 3M | +6.3% | -22.2% | +28.5% | +13.4% |
| 6M | +16.5% | -27.5% | +44.0% | +25.5% |
| YTD | -20.3% | -33.6% | +13.3% | -12.9% |
| 1Y | -29.8% | -45.0% | +15.2% | -19.7% |
| 3Y | +63.2% | -11.0% | +74.2% | +56.9% |
| 5Y | +68.0% | -39.7% | +107.7% | +66.6% |
| All | +696.7% | -56.9% | +753.7% | +636.2% |
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