+660.5%
KGC vs NLY
+81.8%
+578.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -5.6% | -4.0% | -1.6% | -4.4% |
| 30D | +6.1% | -5.2% | +11.4% | +7.9% |
| 3M | +17.3% | +2.8% | +14.5% | +16.5% |
| 6M | -10.3% | +4.2% | -14.5% | -11.1% |
| YTD | +3.9% | +4.7% | -0.8% | +2.8% |
| 1Y | +25.7% | +12.7% | +13.0% | +21.8% |
| 3Y | +526.0% | +62.5% | +463.4% | +443.1% |
| 5Y | +455.5% | +26.3% | +429.1% | +404.8% |
| All | +660.5% | +81.8% | +578.7% | +485.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling