+26.2%
KLAC vs AGNC
+2.0%
+24.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -6.5% |
| 7D | -5.7% | +1.5% | -7.1% | -6.5% |
| 30D | -27.6% | +3.9% | -31.5% | -29.5% |
| 3M | -23.3% | -13.5% | -9.8% | -13.4% |
| 6M | -12.4% | -10.6% | -1.8% | -4.6% |
| YTD | +23.7% | -7.2% | +30.9% | +40.9% |
| 1Y | +26.2% | 0.0% | +26.2% | +42.8% |
| All | +26.2% | +2.0% | +24.2% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling