+267.2%
KLAC vs NCLH
-12.2%
+279.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.9% | -1.2% | -2.6% |
| 7D | +2.5% | -6.5% | +9.0% | +4.6% |
| 30D | -11.5% | -22.1% | +10.6% | -4.7% |
| 3M | -16.9% | -18.7% | +1.8% | -12.3% |
| 6M | +22.2% | -28.4% | +50.6% | +32.9% |
| YTD | +46.4% | -34.7% | +81.1% | +62.0% |
| 1Y | +91.0% | -42.7% | +133.7% | +118.0% |
| All | +267.2% | -12.2% | +279.4% | +249.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling