+43.4%
KO vs NLY
+0.3%
+43.1%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.1% | +2.1% | +1.1% | +2.8% |
| 30D | +11.1% | +2.3% | +8.8% | +10.6% |
| 3M | +10.9% | -13.7% | +24.6% | +13.3% |
| 6M | +23.5% | -9.6% | +33.1% | +25.9% |
| YTD | +39.6% | -6.5% | +46.0% | +38.6% |
| 1Y | +43.4% | -0.6% | +44.0% | +37.4% |
| All | +43.4% | +0.3% | +43.1% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling