+106.8%
KGC vs NLY
+1,202.9%
-1,096.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.7% | -1.6% | -3.6% |
| 7D | -8.4% | -3.6% | -4.8% | -7.5% |
| 30D | +6.3% | -4.9% | +11.3% | +7.8% |
| 3M | +22.4% | +6.2% | +16.2% | +20.7% |
| 6M | -11.4% | +4.5% | -15.9% | -12.2% |
| YTD | +3.1% | +5.1% | -2.0% | +2.1% |
| 1Y | +26.6% | +13.5% | +13.1% | +22.9% |
| 3Y | +525.6% | +65.6% | +460.0% | +449.4% |
| 5Y | +451.7% | +26.9% | +424.8% | +411.1% |
| 10Y | +675.3% | +81.8% | +593.5% | +539.0% |
| All | +106.8% | +1,202.9% | -1,096.2% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling