+2,340.2%
KNX vs NLY
+1,197.0%
+1,143.2%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.1% | -1.4% |
| 7D | -5.6% | -4.0% | -1.6% | -4.4% |
| 30D | -4.4% | -5.2% | +0.8% | -2.9% |
| 3M | -17.3% | +2.8% | -20.2% | -18.1% |
| 6M | +22.6% | +4.2% | +18.4% | +20.9% |
| YTD | +31.1% | +4.7% | +26.5% | +29.0% |
| 1Y | +60.2% | +12.7% | +47.5% | +54.2% |
| 3Y | +35.8% | +62.5% | -26.8% | +17.1% |
| 5Y | +38.9% | +26.3% | +12.6% | +26.7% |
| 10Y | +166.5% | +81.0% | +85.5% | +109.1% |
| All | +2,340.2% | +1,197.0% | +1,143.2% | +1,357.4% |
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