-59.4%
KEEL vs NLY
+0.3%
-59.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -0.4% | -21.0% | -21.2% |
| 7D | -28.6% | +2.1% | -30.6% | -29.4% |
| 30D | -52.4% | +2.3% | -54.8% | -53.1% |
| 3M | -58.0% | -13.7% | -44.4% | -52.8% |
| 6M | -53.3% | -9.6% | -43.6% | -49.6% |
| YTD | -29.8% | -6.5% | -23.3% | -26.0% |
| 1Y | -59.4% | -0.6% | -58.8% | -58.2% |
| All | -59.4% | +0.3% | -59.7% | -58.2% |
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 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