+23.6%
KLAC vs AGNC
+1.4%
+22.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.2% |
| 7D | -2.7% | -4.7% | +2.0% | +0.4% |
| 30D | -13.2% | -5.7% | -7.5% | -9.9% |
| 3M | -25.0% | +1.9% | -26.9% | -26.7% |
| 6M | +23.6% | +1.8% | +21.8% | +20.7% |
| All | +23.6% | +1.4% | +22.2% | +20.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling