-35.9%
KWEB vs NLY
+12.5%
-48.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -5.6% | -4.0% | -1.6% | -4.3% |
| 30D | -10.7% | -5.2% | -5.4% | -9.1% |
| 3M | -7.4% | +2.8% | -10.2% | -8.4% |
| 6M | -19.3% | +4.2% | -23.5% | -20.9% |
| YTD | -27.8% | +4.7% | -32.4% | -29.5% |
| 1Y | -35.9% | +12.7% | -48.7% | -39.3% |
| All | -35.9% | +12.5% | -48.5% | -39.3% |
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