+474.0%
KORU vs NCLH
-10.7%
+484.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.7% | +7.3% | +8.0% |
| 7D | -1.7% | -4.8% | +3.1% | +1.1% |
| 30D | +13.5% | -21.7% | +35.2% | +30.0% |
| 3M | -45.2% | -22.2% | -23.0% | -39.2% |
| 6M | +17.1% | -27.5% | +44.7% | +40.2% |
| YTD | +154.1% | -33.6% | +187.7% | +212.6% |
| 1Y | +375.7% | -45.0% | +420.7% | +533.4% |
| 3Y | +474.0% | -11.0% | +485.1% | +491.7% |
| All | +474.0% | -10.7% | +484.7% | +491.7% |
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