+1,248.1%
NLY vs KIM
+752.2%
+495.9%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.2% |
| 7D | -3.6% | -1.5% | -2.2% | -3.0% |
| 30D | -4.9% | -1.7% | -3.2% | -4.3% |
| 3M | +6.2% | -7.1% | +13.3% | +9.3% |
| 6M | +4.5% | +2.9% | +1.6% | +3.1% |
| YTD | +5.1% | +18.8% | -13.7% | -2.3% |
| 1Y | +13.5% | +9.4% | +4.1% | +8.9% |
| 3Y | +65.6% | +44.6% | +21.0% | +40.8% |
| 5Y | +26.9% | +37.9% | -11.0% | +9.0% |
| 10Y | +81.8% | +32.9% | +48.9% | +42.6% |
| All | +1,248.1% | +752.2% | +495.9% | +344.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling