+177.6%
KEEL vs NLY
+20.9%
+156.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +7.8% | -1.0% | +8.8% | +8.5% |
| 30D | -11.7% | +0.6% | -12.3% | -12.2% |
| 3M | -41.5% | +10.8% | -52.3% | -46.3% |
| 6M | +54.9% | +6.2% | +48.7% | +46.7% |
| YTD | +47.7% | +9.0% | +38.6% | +42.3% |
| 1Y | +177.6% | +19.3% | +158.3% | +168.0% |
| All | +177.6% | +20.9% | +156.7% | +168.0% |
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