-41.4%
NCLH vs KR
+52.3%
-93.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.7% | -1.0% | +1.7% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -21.7% | +5.1% | -26.7% | -21.7% |
| 3M | -22.2% | -8.2% | -14.1% | -22.4% |
| 6M | -27.5% | -18.0% | -9.5% | -27.7% |
| YTD | -33.6% | -4.8% | -28.8% | -34.5% |
| 1Y | -45.0% | -11.0% | -34.0% | -45.4% |
| 3Y | -11.0% | +37.7% | -48.7% | -19.6% |
| All | -41.4% | +52.3% | -93.7% | -51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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