-1.0%
NCLH vs KEY
+29.6%
-30.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.4% |
| 7D | +15.8% | +1.7% | +14.2% | +14.5% |
| 30D | +25.1% | +6.8% | +18.3% | +18.6% |
| 3M | -7.3% | -5.8% | -1.5% | -2.2% |
| 6M | +8.1% | +1.4% | +6.7% | +6.1% |
| YTD | -16.7% | +7.5% | -24.2% | -24.1% |
| 1Y | -1.0% | +29.6% | -30.6% | -26.3% |
| All | -1.0% | +29.6% | -30.6% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 1y: compounded portfolio wealth divided by compounded KEY 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…
1y analysis · Full analysis span regression · 6 months rolling