+253.9%
KO vs NCLH
-42.0%
+295.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -1.1% | -6.5% | +5.4% | -0.6% |
| 30D | +1.6% | -22.1% | +23.6% | +3.4% |
| 3M | +5.8% | -18.7% | +24.4% | +7.2% |
| 6M | +14.3% | -28.4% | +42.7% | +16.6% |
| YTD | +27.3% | -34.7% | +62.0% | +30.3% |
| 1Y | +33.2% | -42.7% | +75.9% | +37.4% |
| 3Y | +64.5% | -10.6% | +75.1% | +59.2% |
| 5Y | +83.1% | -40.7% | +123.9% | +77.9% |
| 10Y | +183.9% | -57.8% | +241.7% | +153.5% |
| All | +253.9% | -42.0% | +295.9% | +230.3% |
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