-8.7%
KVUE vs NLY
+64.2%
-72.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | -5.1% | -4.0% | -1.1% | -3.7% |
| 30D | -6.3% | -5.2% | -1.1% | -4.5% |
| 3M | -0.5% | +2.8% | -3.3% | -1.6% |
| 6M | +3.1% | +4.2% | -1.1% | +1.3% |
| YTD | +6.7% | +4.7% | +2.0% | +4.3% |
| 1Y | -1.1% | +12.7% | -13.9% | -6.2% |
| 3Y | -8.7% | +62.5% | -71.3% | -27.2% |
| All | -8.7% | +64.2% | -72.9% | -27.2% |
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