-1.0%
NCLH vs KEYS
+55.9%
-56.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -6.3% | +13.1% | +8.0% |
| 7D | +15.8% | -14.8% | +30.6% | +19.6% |
| 30D | +25.1% | -25.6% | +50.7% | +33.2% |
| 3M | -7.3% | -16.2% | +8.9% | -4.3% |
| 6M | +8.1% | -18.6% | +26.8% | +12.1% |
| YTD | -16.7% | +40.7% | -57.4% | -27.1% |
| 1Y | -1.0% | +59.6% | -60.6% | -16.8% |
| All | -1.0% | +55.9% | -56.9% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling