-55.6%
KHC vs NLY
+81.8%
-137.5%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.0% |
| 7D | -1.0% | -4.0% | +3.0% | 0.0% |
| 30D | +1.9% | -5.2% | +7.1% | +3.3% |
| 3M | +3.2% | +2.8% | +0.4% | +2.5% |
| 6M | +10.0% | +4.2% | +5.8% | +8.7% |
| YTD | +6.7% | +4.7% | +2.0% | +5.1% |
| 1Y | -0.9% | +12.7% | -13.6% | -4.2% |
| 3Y | -13.6% | +62.5% | -76.1% | -24.3% |
| 5Y | -12.8% | +26.3% | -39.2% | -19.6% |
| All | -55.6% | +81.8% | -137.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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