+16.6%
KORU vs NCLH
-52.2%
+68.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.9% | -10.6% | -11.5% |
| 7D | +2.3% | -6.5% | +8.9% | +6.0% |
| 30D | +20.0% | -22.1% | +42.1% | +36.9% |
| 3M | -32.7% | -18.7% | -14.0% | -26.6% |
| 6M | +13.3% | -28.4% | +41.7% | +37.8% |
| YTD | +133.2% | -34.7% | +167.9% | +192.5% |
| 1Y | +357.3% | -42.7% | +400.0% | +505.5% |
| 3Y | +452.7% | -10.6% | +463.3% | +439.0% |
| 5Y | +47.2% | -40.7% | +88.0% | +61.6% |
| 10Y | +67.6% | -57.8% | +125.3% | +69.1% |
| All | +16.6% | -52.2% | +68.8% | +12.0% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling