+151.1%
KRE vs NLY
+423.4%
-272.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -1.8% | -4.0% | +2.2% | +0.3% |
| 30D | -4.5% | -5.2% | +0.7% | -1.8% |
| 3M | +2.7% | +2.8% | -0.1% | +1.0% |
| 6M | +16.9% | +4.2% | +12.7% | +13.8% |
| YTD | +15.4% | +4.7% | +10.7% | +11.8% |
| 1Y | +16.1% | +12.7% | +3.3% | +8.0% |
| 3Y | +85.7% | +62.5% | +23.2% | +41.5% |
| 5Y | +33.3% | +26.3% | +6.9% | +13.6% |
| 10Y | +123.3% | +81.0% | +42.4% | +51.7% |
| All | +151.1% | +423.4% | -272.3% | -8.5% |
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