+80.6%
AGNC vs KEY
+172.4%
-91.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -4.7% | -1.5% | -3.2% | -4.3% |
| 30D | -5.7% | -3.7% | -2.0% | -4.7% |
| 3M | +1.9% | -1.3% | +3.1% | +2.1% |
| 6M | +1.8% | +13.3% | -11.5% | -1.8% |
| YTD | +3.4% | +9.0% | -5.5% | +0.7% |
| 1Y | +13.6% | +18.7% | -5.1% | +7.7% |
| 3Y | +60.4% | +125.3% | -64.9% | +23.8% |
| 5Y | +27.0% | +40.2% | -13.2% | +7.4% |
| All | +80.6% | +172.4% | -91.8% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling