+20.4%
KWEB vs NLY
+124.9%
-104.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | -5.6% | -4.0% | -1.6% | -4.5% |
| 30D | -10.7% | -5.2% | -5.4% | -9.3% |
| 3M | -7.4% | +2.8% | -10.2% | -8.2% |
| 6M | -19.3% | +4.2% | -23.5% | -20.3% |
| YTD | -27.8% | +4.7% | -32.4% | -28.8% |
| 1Y | -35.9% | +12.7% | -48.7% | -38.2% |
| 3Y | -1.9% | +62.5% | -64.5% | -14.6% |
| 5Y | -43.2% | +26.3% | -69.5% | -48.4% |
| 10Y | -21.2% | +81.0% | -102.1% | -31.8% |
| All | +20.4% | +124.9% | -104.5% | +1.1% |
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