+20.9%
KMI vs NLY
+0.3%
+20.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.3% |
| 7D | -10.3% | +2.1% | -12.4% | -10.1% |
| 30D | -5.3% | +2.3% | -7.6% | -5.1% |
| 3M | -2.1% | -13.7% | +11.5% | -2.8% |
| 6M | -4.8% | -9.6% | +4.8% | -5.1% |
| YTD | +14.0% | -6.5% | +20.4% | +13.5% |
| 1Y | +20.9% | -0.6% | +21.5% | +20.5% |
| All | +20.9% | +0.3% | +20.5% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling