+133.4%
KR vs NLY
+81.8%
+51.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.2% | +2.7% |
| 7D | -0.2% | -4.0% | +3.8% | -0.1% |
| 30D | +5.1% | -5.2% | +10.3% | +5.2% |
| 3M | -8.2% | +2.8% | -11.0% | -8.2% |
| 6M | -18.0% | +4.2% | -22.2% | -18.1% |
| YTD | -4.8% | +4.7% | -9.4% | -4.9% |
| 1Y | -11.0% | +12.7% | -23.8% | -11.4% |
| 3Y | +37.7% | +62.5% | -24.9% | +35.1% |
| 5Y | +52.8% | +26.3% | +26.5% | +49.4% |
| All | +133.4% | +81.8% | +51.6% | +162.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling