-10.9%
NCLH vs KEY
+121.2%
-132.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -17.9% |
| 3M | -22.0% | -0.7% | -21.2% | -21.6% |
| 6M | -28.3% | +12.5% | -40.8% | -34.4% |
| YTD | -33.5% | +8.4% | -41.9% | -37.6% |
| 1Y | -41.5% | +18.4% | -59.9% | -48.7% |
| All | -10.9% | +121.2% | -132.0% | -47.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling