-13.3%
KMB vs NLY
+64.2%
-77.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.2% |
| 7D | -6.5% | -4.0% | -2.5% | -5.7% |
| 30D | -8.8% | -5.2% | -3.6% | -7.8% |
| 3M | -2.2% | +2.8% | -5.0% | -2.7% |
| 6M | +0.7% | +4.2% | -3.6% | -0.1% |
| YTD | +1.0% | +4.7% | -3.6% | 0.0% |
| 1Y | -20.3% | +12.7% | -33.1% | -22.2% |
| 3Y | -13.3% | +62.5% | -75.8% | -24.5% |
| All | -13.3% | +64.2% | -77.4% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling