+5,659.5%
KLAC vs NCLH
-40.8%
+5,700.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.3% |
| 7D | +6.2% | -4.6% | +10.8% | +7.4% |
| 30D | -5.0% | -19.9% | +15.0% | +0.4% |
| 3M | -14.4% | -22.0% | +7.6% | -9.5% |
| 6M | +28.3% | -28.3% | +56.6% | +37.9% |
| YTD | +51.1% | -33.5% | +84.6% | +64.4% |
| 1Y | +100.4% | -41.5% | +141.8% | +123.4% |
| 3Y | +276.3% | -8.9% | +285.2% | +260.9% |
| 5Y | +452.1% | -40.5% | +492.5% | +448.9% |
| 10Y | +2,986.0% | -57.0% | +3,042.9% | +2,652.2% |
| All | +5,659.5% | -40.8% | +5,700.3% | +4,829.8% |
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