+19.6%
KORU vs NLY
+0.8%
+18.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -12.5% |
| 7D | -24.3% | +3.5% | -27.8% | -29.7% |
| 30D | -54.2% | +3.6% | -57.8% | -58.8% |
| 3M | -45.4% | -13.6% | -31.8% | -21.5% |
| 6M | -66.5% | -9.1% | -57.3% | -57.4% |
| YTD | +14.9% | -6.1% | +21.0% | +45.9% |
| All | +19.6% | +0.8% | +18.8% | +55.3% |
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