+27.1%
KORU vs NLY
+73.4%
-46.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.4% | +9.5% |
| 7D | -1.7% | -4.0% | +2.3% | +2.9% |
| 30D | +13.5% | -5.2% | +18.8% | +20.5% |
| 3M | -45.2% | +2.8% | -48.0% | -46.8% |
| 6M | +17.1% | +4.2% | +12.9% | +17.0% |
| YTD | +154.1% | +4.7% | +149.5% | +155.0% |
| 1Y | +375.7% | +12.7% | +362.9% | +339.6% |
| 3Y | +474.0% | +62.5% | +411.5% | +279.7% |
| 5Y | +60.4% | +26.3% | +34.1% | +39.9% |
| 10Y | +82.6% | +81.0% | +1.6% | +32.0% |
| All | +27.1% | +73.4% | -46.3% | -8.3% |
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 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