-55.6%
KHC vs AGNC
+83.7%
-139.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -1.0% | -4.7% | +3.7% | +0.3% |
| 30D | +1.9% | -5.7% | +7.6% | +3.5% |
| 3M | +3.2% | +1.9% | +1.3% | +2.7% |
| 6M | +10.0% | +1.8% | +8.2% | +9.2% |
| YTD | +6.7% | +3.4% | +3.2% | +5.3% |
| 1Y | -0.9% | +13.6% | -14.5% | -4.7% |
| 3Y | -13.6% | +60.4% | -73.9% | -24.9% |
| 5Y | -12.8% | +27.0% | -39.8% | -19.4% |
| All | -55.6% | +83.7% | -139.3% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AGNC.
Daily Out/Under-Performance
Portfolio return minus AGNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGNC 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 10y: compounded portfolio wealth divided by compounded AGNC 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…
10y analysis · Full analysis span regression · 6 months rolling