+26.2%
KLAC vs NCLH
-8.8%
+35.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +6.8% | -10.9% | -6.2% |
| 7D | -5.7% | +15.8% | -21.5% | -10.2% |
| 30D | -27.6% | +25.1% | -52.7% | -32.8% |
| 3M | -23.3% | -7.3% | -16.0% | -21.9% |
| 6M | -12.4% | +8.1% | -20.5% | -16.4% |
| YTD | +23.7% | -16.7% | +40.4% | +24.5% |
| 1Y | +26.2% | -1.0% | +27.2% | +24.5% |
| All | +26.2% | -8.8% | +35.0% | +24.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling