+4.2%
NLY vs KRMN
-65.4%
+69.6%
-8.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.0% | -0.6% |
| 7D | -4.0% | -11.8% | +7.8% | -3.2% |
| 30D | -5.2% | -43.0% | +37.8% | -1.5% |
| 3M | +2.8% | -28.8% | +31.7% | +4.8% |
| 6M | +4.2% | -66.3% | +70.6% | +15.5% |
| All | +4.2% | -65.4% | +69.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 6mo: compounded portfolio wealth divided by compounded KRMN 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…
6mo analysis · Full analysis span regression · 6 months rolling