+26.4%
AGNC vs KNX
+37.6%
-11.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | 0.0% |
| 7D | -4.7% | -5.6% | +0.9% | -3.4% |
| 30D | -5.7% | -4.4% | -1.3% | -4.8% |
| 3M | +1.9% | -17.3% | +19.2% | +6.2% |
| 6M | +1.8% | +22.6% | -20.8% | -4.3% |
| YTD | +3.4% | +31.1% | -27.7% | -4.8% |
| 1Y | +13.6% | +60.2% | -46.6% | -1.5% |
| 3Y | +60.4% | +35.8% | +24.6% | +42.1% |
| All | +26.4% | +37.6% | -11.2% | +9.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling