+12.7%
NLY vs KIM
+9.2%
+3.5%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | -4.0% | -1.7% | -2.3% | -3.4% |
| 30D | -5.2% | -3.0% | -2.3% | -4.2% |
| 3M | +2.8% | -8.9% | +11.7% | +6.3% |
| 6M | +4.2% | +2.4% | +1.8% | +2.6% |
| YTD | +4.7% | +18.3% | -13.7% | -1.6% |
| 1Y | +12.7% | +8.2% | +4.6% | +7.0% |
| All | +12.7% | +9.2% | +3.5% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling