+224.5%
KEEL vs NLY
+64.2%
+160.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.5% | +4.2% | +4.3% |
| 7D | +2.9% | -4.0% | +6.9% | +7.7% |
| 30D | +0.8% | -5.2% | +6.1% | +6.9% |
| 3M | -35.3% | +2.8% | -38.2% | -38.1% |
| 6M | +59.4% | +4.2% | +55.2% | +50.5% |
| YTD | +51.9% | +4.7% | +47.2% | +42.9% |
| 1Y | +75.0% | +12.7% | +62.3% | +49.4% |
| 3Y | +224.5% | +62.5% | +162.0% | +86.0% |
| All | +224.5% | +64.2% | +160.4% | +86.0% |
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 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