-55.0%
NCLH vs KEYS
+1,113.8%
-1,168.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.6% |
| 7D | -4.8% | +3.5% | -8.3% | -6.7% |
| 30D | -21.7% | -4.5% | -17.2% | -19.9% |
| 3M | -22.2% | -0.4% | -21.8% | -23.8% |
| 6M | -27.5% | +19.1% | -46.7% | -36.6% |
| YTD | -33.6% | +66.7% | -100.3% | -53.9% |
| 1Y | -45.0% | +96.5% | -141.4% | -65.8% |
| 3Y | -11.0% | +155.2% | -166.2% | -53.0% |
| 5Y | -39.7% | +88.0% | -127.7% | -62.2% |
| 10Y | -57.0% | +1,046.8% | -1,103.8% | -87.9% |
| All | -55.0% | +1,113.8% | -1,168.7% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling