-57.0%
NCLH vs KEY
+167.1%
-224.1%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.3% |
| 7D | -4.6% | -0.3% | -4.3% | -4.4% |
| 30D | -19.9% | -3.3% | -16.7% | -17.8% |
| 3M | -22.0% | -0.7% | -21.2% | -21.6% |
| 6M | -28.3% | +12.5% | -40.8% | -34.5% |
| YTD | -33.5% | +8.4% | -41.9% | -37.6% |
| 1Y | -41.5% | +18.4% | -59.9% | -48.8% |
| 3Y | -8.9% | +123.3% | -132.2% | -52.5% |
| 5Y | -40.5% | +38.8% | -79.3% | -58.4% |
| 10Y | -57.0% | +169.3% | -226.3% | -77.4% |
| All | -57.0% | +167.1% | -224.1% | -77.4% |
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