-37.0%
NCLH vs KEY
+39.4%
-76.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | 0.0% |
| 7D | -0.3% | +2.7% | -3.0% | -2.0% |
| 30D | -20.1% | -3.2% | -16.8% | -18.3% |
| 3M | -17.0% | +1.0% | -18.0% | -17.6% |
| 6M | -23.2% | +11.9% | -35.1% | -28.4% |
| YTD | -31.0% | +8.7% | -39.8% | -34.6% |
| 1Y | -37.3% | +18.5% | -55.7% | -43.7% |
| 3Y | -5.6% | +124.0% | -129.5% | -41.5% |
| 5Y | -37.0% | +40.8% | -77.8% | -47.7% |
| All | -37.0% | +39.4% | -76.4% | -47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling