+33.3%
KORU vs NCLH
-51.2%
+84.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.0% | +3.4% |
| 7D | +20.1% | -4.6% | +24.7% | +23.0% |
| 30D | +47.5% | -19.9% | +67.4% | +65.7% |
| 3M | -30.1% | -22.0% | -8.1% | -22.0% |
| 6M | +20.1% | -28.3% | +48.4% | +45.8% |
| YTD | +166.6% | -33.5% | +200.1% | +230.6% |
| 1Y | +458.9% | -41.5% | +500.4% | +631.0% |
| 3Y | +531.8% | -8.9% | +540.7% | +509.3% |
| 5Y | +67.7% | -40.5% | +108.1% | +83.3% |
| 10Y | +91.6% | -57.0% | +148.5% | +91.1% |
| All | +33.3% | -51.2% | +84.6% | +26.6% |
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