+62.5%
NLY vs KIM
+42.8%
+19.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.2% |
| 7D | -4.0% | -1.7% | -2.3% | -3.1% |
| 30D | -5.2% | -3.0% | -2.3% | -3.8% |
| 3M | +2.8% | -8.9% | +11.7% | +7.6% |
| 6M | +4.2% | +2.4% | +1.8% | +2.5% |
| YTD | +4.7% | +18.3% | -13.7% | -4.8% |
| 1Y | +12.7% | +8.2% | +4.6% | +7.5% |
| 3Y | +62.5% | +44.0% | +18.5% | +31.4% |
| All | +62.5% | +42.8% | +19.7% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling