+1,636.4%
KKR vs NLY
+126.3%
+1,510.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -6.2% | -4.0% | -2.2% | -4.1% |
| 30D | -8.9% | -5.2% | -3.6% | -6.1% |
| 3M | +6.3% | +2.8% | +3.4% | +4.8% |
| 6M | +16.5% | +4.2% | +12.3% | +13.9% |
| YTD | -20.3% | +4.7% | -24.9% | -22.3% |
| 1Y | -29.8% | +12.7% | -42.5% | -34.4% |
| 3Y | +63.2% | +62.5% | +0.6% | +26.0% |
| 5Y | +68.0% | +26.3% | +41.6% | +46.1% |
| 10Y | +704.3% | +81.0% | +623.3% | +485.3% |
| All | +1,636.4% | +126.3% | +1,510.1% | +1,045.7% |
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 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