+25.1%
NLY vs KIM
+35.9%
-10.7%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.7% |
| 3M | +2.8% | -8.9% | +11.7% | +7.9% |
| 6M | +4.2% | +2.4% | +1.8% | +2.5% |
| YTD | +4.7% | +18.3% | -13.7% | -5.2% |
| 1Y | +12.7% | +8.2% | +4.6% | +7.2% |
| 3Y | +62.5% | +44.0% | +18.5% | +29.2% |
| All | +25.1% | +35.9% | -10.7% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling