-41.4%
NCLH vs KEEL
-34.6%
-6.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.0% |
| 7D | -4.8% | +2.9% | -7.7% | -5.4% |
| 30D | -21.7% | +0.8% | -22.5% | -22.5% |
| 3M | -22.2% | -35.3% | +13.1% | -18.4% |
| 6M | -27.5% | +59.4% | -86.9% | -38.1% |
| YTD | -33.6% | +51.9% | -85.5% | -43.9% |
| 1Y | -45.0% | +75.0% | -120.0% | -57.8% |
| 3Y | -11.0% | +224.5% | -235.6% | -52.8% |
| All | -41.4% | -34.6% | -6.8% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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