+26.4%
AGNC vs KMX
-54.8%
+81.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.7% |
| 7D | -4.7% | -3.1% | -1.6% | -4.1% |
| 30D | -5.7% | +4.4% | -10.1% | -6.7% |
| 3M | +1.9% | +18.9% | -17.0% | -2.4% |
| 6M | +1.8% | +44.3% | -42.5% | -7.4% |
| YTD | +3.4% | +58.7% | -55.3% | -8.4% |
| 1Y | +13.6% | +0.1% | +13.5% | +10.8% |
| 3Y | +60.4% | -24.4% | +84.8% | +63.8% |
| All | +26.4% | -54.8% | +81.2% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 5y: compounded portfolio wealth divided by compounded KMX 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…
5y analysis · Full analysis span regression · 6 months rolling