+215.3%
KMB vs AGNC
+648.3%
-433.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.8% |
| 7D | -8.6% | -1.0% | -7.6% | -8.4% |
| 30D | -7.5% | -1.2% | -6.3% | -7.3% |
| 3M | -0.6% | +5.4% | -6.0% | -1.8% |
| 6M | -1.5% | +6.7% | -8.3% | -3.0% |
| YTD | +1.6% | +7.1% | -5.5% | -0.1% |
| 1Y | -20.8% | +16.3% | -37.1% | -23.6% |
| 3Y | -12.4% | +68.5% | -80.8% | -22.8% |
| 5Y | -12.9% | +31.4% | -44.3% | -20.2% |
| 10Y | +14.7% | +89.6% | -74.9% | -6.2% |
| All | +215.3% | +648.3% | -433.0% | +56.0% |
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