-41.5%
NCLH vs KEY
+18.3%
-59.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -17.6% |
| 3M | -22.0% | -0.7% | -21.2% | -21.7% |
| 6M | -28.3% | +12.5% | -40.8% | -35.7% |
| YTD | -33.5% | +8.4% | -41.9% | -39.1% |
| 1Y | -41.5% | +18.4% | -59.9% | -52.6% |
| All | -41.5% | +18.3% | -59.7% | -52.6% |
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