+1,242.0%
NLY vs KMX
+632.2%
+609.8%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.7% |
| 7D | -4.0% | -3.1% | -0.9% | -3.5% |
| 30D | -5.2% | +4.4% | -9.7% | -5.9% |
| 3M | +2.8% | +18.9% | -16.1% | -0.2% |
| 6M | +4.2% | +44.3% | -40.1% | -2.3% |
| YTD | +4.7% | +58.7% | -54.0% | -3.6% |
| 1Y | +12.7% | +0.1% | +12.6% | +10.1% |
| 3Y | +62.5% | -24.4% | +87.0% | +63.7% |
| 5Y | +26.3% | -54.4% | +80.7% | +33.9% |
| 10Y | +81.0% | +11.0% | +69.9% | +67.2% |
| All | +1,242.0% | +632.2% | +609.8% | +850.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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