+95.7%
AGNC vs KEYS
+1,113.8%
-1,018.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -1.2% |
| 7D | -4.7% | +3.5% | -8.2% | -5.4% |
| 30D | -5.7% | -4.5% | -1.2% | -4.9% |
| 3M | +1.9% | -0.4% | +2.3% | +1.2% |
| 6M | +1.8% | +19.1% | -17.3% | -2.9% |
| YTD | +3.4% | +66.7% | -63.2% | -9.0% |
| 1Y | +13.6% | +96.5% | -82.9% | -4.0% |
| 3Y | +60.4% | +155.2% | -94.8% | +26.1% |
| 5Y | +27.0% | +88.0% | -61.0% | +4.5% |
| 10Y | +83.1% | +1,046.8% | -963.7% | +15.8% |
| All | +95.7% | +1,113.8% | -1,018.1% | +20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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