+77.9%
NLY vs KIM
+32.5%
+45.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -4.0% | -1.7% | -2.3% | -3.3% |
| 30D | -5.2% | -3.0% | -2.3% | -4.0% |
| 3M | +2.8% | -8.9% | +11.7% | +6.7% |
| 6M | +4.2% | +2.4% | +1.8% | +3.0% |
| YTD | +4.7% | +18.3% | -13.7% | -2.8% |
| 1Y | +12.7% | +8.2% | +4.6% | +8.6% |
| 3Y | +62.5% | +44.0% | +18.5% | +38.0% |
| 5Y | +26.3% | +37.3% | -11.0% | +8.4% |
| All | +77.9% | +32.5% | +45.4% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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