+89.3%
KLAC vs NCLH
-42.7%
+132.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.2% | +1.4% |
| 7D | -2.7% | -4.8% | +2.1% | -1.2% |
| 30D | -13.2% | -21.7% | +8.5% | -6.5% |
| 3M | -25.0% | -22.2% | -2.8% | -19.8% |
| 6M | +23.6% | -27.5% | +51.1% | +33.1% |
| YTD | +49.2% | -33.6% | +82.8% | +62.6% |
| 1Y | +89.3% | -45.0% | +134.3% | +120.4% |
| All | +89.3% | -42.7% | +132.0% | +120.4% |
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