+28.1%
NLY vs KRMN
+17.6%
+10.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.7% |
| 3M | +2.8% | -28.8% | +31.7% | +4.8% |
| 6M | +4.2% | -66.3% | +70.6% | +11.5% |
| YTD | +4.7% | -51.8% | +56.5% | +8.4% |
| 1Y | +12.7% | -44.7% | +57.4% | +14.5% |
| All | +28.1% | +17.6% | +10.5% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling