+1,636.4%
KKR vs AGNC
+231.9%
+1,404.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -6.2% | -4.7% | -1.5% | -3.5% |
| 30D | -8.9% | -5.7% | -3.2% | -5.7% |
| 3M | +6.3% | +1.9% | +4.4% | +5.2% |
| 6M | +16.5% | +1.8% | +14.7% | +15.1% |
| YTD | -20.3% | +3.4% | -23.7% | -22.1% |
| 1Y | -29.8% | +13.6% | -43.4% | -35.1% |
| 3Y | +63.2% | +60.4% | +2.8% | +23.5% |
| 5Y | +68.0% | +27.0% | +41.0% | +43.3% |
| 10Y | +704.3% | +83.1% | +621.2% | +463.2% |
| All | +1,636.4% | +231.9% | +1,404.5% | +752.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling