-56.6%
NCLH vs KEY
+96.4%
-153.0%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.0% |
| 7D | +0.2% | +2.9% | -2.7% | -2.0% |
| 30D | +20.8% | +8.4% | +12.3% | +13.6% |
| 3M | -8.1% | -5.8% | -2.4% | -3.7% |
| 6M | +11.8% | +5.4% | +6.4% | +7.2% |
| YTD | -19.5% | +7.1% | -26.6% | -23.8% |
| 1Y | -3.2% | +26.8% | -30.0% | -19.8% |
| 3Y | +37.1% | +128.7% | -91.6% | -29.8% |
| 5Y | -29.9% | +13.6% | -43.6% | -41.6% |
| All | -56.6% | +96.4% | -153.0% | -76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling