+2.1%
KDP vs NLY
+64.2%
-62.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | -3.7% | -4.0% | +0.3% | -3.0% |
| 30D | +6.2% | -5.2% | +11.4% | +7.2% |
| 3M | +1.2% | +2.8% | -1.6% | +0.8% |
| 6M | +15.3% | +4.2% | +11.1% | +14.5% |
| YTD | +14.8% | +4.7% | +10.1% | +13.6% |
| 1Y | +17.6% | +12.7% | +4.9% | +14.9% |
| 3Y | +2.1% | +62.5% | -60.4% | -8.5% |
| All | +2.1% | +64.2% | -62.0% | -8.5% |
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