+19.6%
AGNC vs KNX
+68.2%
-48.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.8% | -3.9% | -0.5% |
| 7D | -1.2% | +7.4% | -8.6% | -2.0% |
| 30D | +0.9% | +2.0% | -1.0% | +0.6% |
| 3M | +7.0% | -7.9% | +14.9% | +7.9% |
| 6M | +3.9% | +14.4% | -10.5% | +1.4% |
| YTD | +8.5% | +38.9% | -30.4% | +3.7% |
| 1Y | +19.6% | +65.9% | -46.3% | +12.1% |
| All | +19.6% | +68.2% | -48.6% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 1y: compounded portfolio wealth divided by compounded KNX 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…
1y analysis · Full analysis span regression · 6 months rolling