-41.2%
NCLH vs KR
+452.6%
-493.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -1.9% |
| 7D | -6.5% | -2.7% | -3.9% | -6.5% |
| 30D | -22.1% | +1.9% | -24.0% | -22.1% |
| 3M | -18.7% | -11.0% | -7.6% | -18.5% |
| 6M | -28.4% | -20.2% | -8.2% | -28.1% |
| YTD | -34.7% | -7.3% | -27.4% | -35.0% |
| 1Y | -42.7% | -13.1% | -29.6% | -42.8% |
| 3Y | -10.6% | +29.7% | -40.3% | -13.8% |
| 5Y | -40.7% | +48.8% | -89.5% | -43.5% |
| 10Y | -57.8% | +122.8% | -180.5% | -62.5% |
| All | -41.2% | +452.6% | -493.8% | -52.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling