-40.2%
NCLH vs KTOS
+874.7%
-915.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KTOS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | -4.8% | -2.4% | -2.5% | -4.1% |
| 30D | -21.7% | -26.8% | +5.2% | -13.9% |
| 3M | -22.2% | -20.6% | -1.7% | -18.1% |
| 6M | -27.5% | -47.5% | +20.0% | -14.2% |
| YTD | -33.6% | -38.5% | +4.9% | -28.2% |
| 1Y | -45.0% | -31.0% | -14.0% | -44.0% |
| 3Y | -11.0% | +216.5% | -227.6% | -49.8% |
| 5Y | -39.7% | +105.7% | -145.4% | -62.2% |
| 10Y | -57.0% | +615.0% | -672.1% | -79.2% |
| All | -40.2% | +874.7% | -915.0% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KTOS.
Daily Out/Under-Performance
Portfolio return minus KTOS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KTOS 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 KTOS 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