-25.7%
NCLH vs KEY
+275.2%
-300.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.2% | +0.9% |
| 7D | +2.7% | -0.4% | +3.1% | +3.1% |
| 30D | +18.4% | +7.2% | +11.2% | +12.7% |
| 3M | -4.3% | -4.9% | +0.6% | -0.6% |
| 6M | +7.9% | +1.1% | +6.8% | +7.0% |
| YTD | -17.4% | +6.8% | -24.2% | -21.3% |
| 1Y | -3.4% | +23.3% | -26.6% | -17.2% |
| 3Y | +44.4% | +126.1% | -81.6% | -21.2% |
| 5Y | -33.7% | +15.2% | -48.9% | -44.7% |
| 10Y | -48.1% | +113.6% | -161.7% | -72.3% |
| All | -25.7% | +275.2% | -300.8% | -66.3% |
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