-58.0%
NCLH vs KEYS
+1,049.9%
-1,107.8%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.7% |
| 7D | -4.8% | +3.5% | -8.3% | -6.8% |
| 30D | -21.7% | -4.5% | -17.2% | -19.8% |
| 3M | -22.2% | -0.4% | -21.8% | -23.9% |
| 6M | -27.5% | +19.1% | -46.7% | -37.0% |
| YTD | -33.6% | +66.7% | -100.3% | -54.8% |
| 1Y | -45.0% | +96.5% | -141.4% | -66.7% |
| 3Y | -11.0% | +155.2% | -166.2% | -54.9% |
| 5Y | -39.7% | +88.0% | -127.7% | -63.5% |
| All | -58.0% | +1,049.9% | -1,107.8% | -87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling