+56.9%
KORU vs NLY
+25.6%
+31.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.4% | +9.6% |
| 7D | -1.7% | -4.0% | +2.3% | +4.2% |
| 30D | +13.5% | -5.2% | +18.8% | +22.3% |
| 3M | -45.2% | +2.8% | -48.0% | -47.3% |
| 6M | +17.1% | +4.2% | +12.9% | +16.3% |
| YTD | +154.1% | +4.7% | +149.5% | +153.6% |
| 1Y | +375.7% | +12.7% | +362.9% | +329.9% |
| 3Y | +474.0% | +62.5% | +411.5% | +243.4% |
| All | +56.9% | +25.6% | +31.4% | +55.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling