+418.5%
KMB vs NLY
+1,197.0%
-778.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -6.5% | -4.0% | -2.5% | -5.9% |
| 30D | -8.8% | -5.2% | -3.6% | -8.0% |
| 3M | -2.2% | +2.8% | -5.0% | -2.6% |
| 6M | +0.7% | +4.2% | -3.6% | -0.1% |
| YTD | +1.0% | +4.7% | -3.6% | +0.2% |
| 1Y | -20.3% | +12.7% | -33.1% | -22.0% |
| 3Y | -13.3% | +62.5% | -75.8% | -20.3% |
| 5Y | -12.9% | +26.3% | -39.3% | -17.8% |
| 10Y | +14.1% | +81.0% | -66.9% | -0.5% |
| All | +418.5% | +1,197.0% | -778.5% | +271.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling