+1.8%
AGNC vs KEEL
+63.0%
-61.2%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.5% |
| 7D | -4.7% | +2.9% | -7.6% | -4.8% |
| 30D | -5.7% | +0.8% | -6.5% | -5.8% |
| 3M | +1.9% | -35.3% | +37.2% | +3.5% |
| 6M | +1.8% | +59.4% | -57.6% | -10.5% |
| All | +1.8% | +63.0% | -61.2% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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