+628.3%
AGNC vs KMX
+193.7%
+434.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.5% |
| 6M | +1.8% | +44.3% | -42.5% | -7.5% |
| YTD | +3.4% | +58.7% | -55.3% | -8.5% |
| 1Y | +13.6% | +0.1% | +13.5% | +9.7% |
| 3Y | +60.4% | -24.4% | +84.8% | +61.8% |
| 5Y | +27.0% | -54.4% | +81.4% | +38.4% |
| 10Y | +83.1% | +11.0% | +72.1% | +56.4% |
| All | +628.3% | +193.7% | +434.6% | +341.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling