+238.0%
KRE vs NCLH
-40.8%
+278.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NCLH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.5% | +2.4% | -0.2% |
| 7D | -1.1% | -4.6% | +3.6% | +0.2% |
| 30D | -3.4% | -19.9% | +16.6% | +2.5% |
| 3M | +3.7% | -22.0% | +25.7% | +10.1% |
| 6M | +14.8% | -28.3% | +43.1% | +23.4% |
| YTD | +14.7% | -33.5% | +48.1% | +24.3% |
| 1Y | +16.0% | -41.5% | +57.5% | +29.4% |
| 3Y | +84.3% | -8.9% | +93.1% | +73.1% |
| 5Y | +30.9% | -40.5% | +71.3% | +26.9% |
| 10Y | +122.0% | -57.0% | +178.9% | +93.0% |
| All | +238.0% | -40.8% | +278.9% | +185.4% |
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