+31.7%
KRE vs NCLH
-40.4%
+72.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.3% |
| 7D | -1.8% | -4.8% | +3.0% | -0.6% |
| 30D | -4.5% | -21.7% | +17.2% | +1.4% |
| 3M | +2.7% | -22.2% | +25.0% | +8.7% |
| 6M | +16.9% | -27.5% | +44.4% | +24.6% |
| YTD | +15.4% | -33.6% | +49.0% | +24.3% |
| 1Y | +16.1% | -45.0% | +61.1% | +30.7% |
| 3Y | +85.7% | -11.0% | +96.8% | +76.9% |
| All | +31.7% | -40.4% | +72.1% | +32.1% |
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