+108.2%
KMI vs NLY
+106.9%
+1.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | -1.7% | -4.0% | +2.3% | 0.0% |
| 30D | -2.7% | -5.2% | +2.5% | -0.5% |
| 3M | -0.7% | +2.8% | -3.5% | -2.2% |
| 6M | -5.0% | +4.2% | -9.2% | -7.4% |
| YTD | +15.5% | +4.7% | +10.8% | +12.0% |
| 1Y | +16.4% | +12.7% | +3.7% | +9.1% |
| 3Y | +114.2% | +62.5% | +51.6% | +67.0% |
| 5Y | +153.3% | +26.3% | +126.9% | +117.5% |
| 10Y | +132.4% | +81.0% | +51.5% | +65.8% |
| All | +108.2% | +106.9% | +1.3% | +40.0% |
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