-37.2%
NCLH vs KEY
+288.7%
-325.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -6.5% | +2.2% | -8.7% | -8.0% |
| 30D | -23.3% | -3.0% | -20.3% | -21.5% |
| 3M | -18.6% | +3.3% | -21.9% | -20.6% |
| 6M | -26.2% | +9.2% | -35.4% | -30.7% |
| YTD | -30.2% | +10.6% | -40.9% | -35.3% |
| 1Y | -39.2% | +20.4% | -59.6% | -47.0% |
| 3Y | -5.1% | +121.8% | -126.9% | -48.1% |
| 5Y | -36.8% | +41.1% | -77.9% | -55.1% |
| 10Y | -56.3% | +168.5% | -224.8% | -79.1% |
| All | -37.2% | +288.7% | -325.9% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling