-24.1%
NCLH vs KEY
+275.7%
-299.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.3% |
| 7D | +1.2% | -0.5% | +1.7% | +1.6% |
| 30D | +22.6% | +6.7% | +15.9% | +17.1% |
| 3M | +0.6% | -4.6% | +5.2% | +4.2% |
| 6M | +13.5% | +2.6% | +10.9% | +11.3% |
| YTD | -15.7% | +7.0% | -22.6% | -19.8% |
| 1Y | 0.0% | +23.5% | -23.5% | -14.4% |
| 3Y | +42.8% | +126.4% | -83.6% | -22.2% |
| 5Y | -28.4% | +13.0% | -41.5% | -39.3% |
| 10Y | -51.0% | +99.5% | -150.5% | -73.2% |
| All | -24.1% | +275.7% | -299.8% | -65.6% |
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 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