-70.6%
NCLH vs KEEL
+294.5%
-365.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.8% | -2.1% | +1.3% |
| 7D | -4.8% | +2.9% | -7.7% | -5.2% |
| 30D | -21.7% | +0.8% | -22.5% | -22.1% |
| 3M | -22.2% | -35.3% | +13.1% | -20.1% |
| 6M | -27.5% | +59.4% | -86.9% | -33.3% |
| YTD | -33.6% | +51.9% | -85.5% | -39.1% |
| 1Y | -45.0% | +75.0% | -120.0% | -51.7% |
| 3Y | -11.0% | +224.5% | -235.6% | -32.1% |
| 5Y | -39.7% | -35.9% | -3.8% | -52.1% |
| All | -70.6% | +294.5% | -365.1% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling