+7,091.7%
KLAC vs AGNC
+622.7%
+6,469.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.3% | +2.1% |
| 7D | -2.7% | -4.7% | +2.0% | -0.5% |
| 30D | -13.2% | -5.7% | -7.5% | -10.9% |
| 3M | -25.0% | +1.9% | -26.9% | -25.8% |
| 6M | +23.6% | +1.8% | +21.8% | +22.5% |
| YTD | +49.2% | +3.4% | +45.8% | +47.4% |
| 1Y | +89.3% | +13.6% | +75.7% | +79.1% |
| 3Y | +274.4% | +60.4% | +214.0% | +202.0% |
| 5Y | +440.9% | +27.0% | +414.0% | +376.4% |
| 10Y | +2,947.7% | +83.1% | +2,864.6% | +2,152.4% |
| All | +7,091.7% | +622.7% | +6,469.1% | +2,658.4% |
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