-1.2%
AGNC vs KRMN
-62.2%
+61.0%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.1% | +5.5% | -0.2% |
| 7D | -0.1% | -23.0% | +22.9% | +1.6% |
| 30D | +2.8% | -3.6% | +6.4% | +2.6% |
| 3M | -14.2% | -41.8% | +27.6% | -11.2% |
| 6M | -11.7% | -49.0% | +37.3% | -8.2% |
| YTD | -7.7% | -56.1% | +48.4% | -2.6% |
| 1Y | -1.2% | -59.8% | +58.6% | +4.5% |
| All | -1.2% | -62.2% | +61.0% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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