By starting from the current hot Internet financial products： The YuE Bao and the CaiFu Bao ， the annual rate of income of the seven days is selected as the contrast data.In the case that the yield does not obey the normal distribution， the nonparametric estimation method， the kernel density estimation， is used to study the data distribution characteristics. And also， this paper selects the Epan kernel and uses the Silverman embedding estimation to run the kernel density estimation to conclude that The yield of YuE Bao of Alipay and CaiFu Bao all obey the distribution of “Shuangfeng”. And the profit rate of CaiFu Bao is obviously higher than that of the YuE Bao ， but it is more likely to produce the extreme value of the yield. This study can also provide a more convincing reference for the risk measurement of the Internet financial market in terms of yield distribution.