+56.9%
KORU vs NCLH
-40.4%
+97.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -39.0% |
| 6M | +17.1% | -27.5% | +44.7% | +41.8% |
| YTD | +154.1% | -33.6% | +187.7% | +216.7% |
| 1Y | +375.7% | -45.0% | +420.7% | +545.5% |
| 3Y | +474.0% | -11.0% | +485.1% | +460.8% |
| All | +56.9% | -40.4% | +97.3% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling