+155.2%
KEYS vs NLY
+64.2%
+91.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.5% | +4.4% | +4.2% |
| 7D | +3.5% | -4.0% | +7.5% | +5.7% |
| 30D | -4.5% | -5.2% | +0.8% | -1.8% |
| 3M | -0.4% | +2.8% | -3.2% | -2.6% |
| 6M | +19.1% | +4.2% | +14.9% | +15.4% |
| YTD | +66.7% | +4.7% | +62.0% | +60.8% |
| 1Y | +96.5% | +12.7% | +83.7% | +81.3% |
| 3Y | +155.2% | +62.5% | +92.6% | +90.4% |
| All | +155.2% | +64.2% | +91.0% | +90.4% |
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