+66.5%
KKR vs NLY
+25.6%
+40.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -6.2% | -4.0% | -2.2% | -3.3% |
| 30D | -8.9% | -5.2% | -3.6% | -5.1% |
| 3M | +6.3% | +2.8% | +3.4% | +4.2% |
| 6M | +16.5% | +4.2% | +12.3% | +12.9% |
| YTD | -20.3% | +4.7% | -24.9% | -23.2% |
| 1Y | -29.8% | +12.7% | -42.5% | -36.2% |
| 3Y | +63.2% | +62.5% | +0.6% | +12.9% |
| All | +66.5% | +25.6% | +40.9% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling