+40.2%
KEYS vs NLY
+0.3%
+39.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.4% | -8.4% | -8.8% |
| 7D | -21.0% | +2.1% | -23.0% | -21.2% |
| 30D | -32.8% | +2.3% | -35.2% | -33.0% |
| 3M | -22.4% | -13.7% | -8.8% | -18.0% |
| 6M | -26.8% | -9.6% | -17.2% | -24.4% |
| YTD | +28.3% | -6.5% | +34.7% | +29.0% |
| 1Y | +40.2% | -0.6% | +40.8% | +33.2% |
| All | +40.2% | +0.3% | +39.9% | +33.2% |
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