+20.9%
KMI vs AGNC
-0.6%
+21.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.7% | -4.2% |
| 7D | -10.3% | -0.1% | -10.2% | -10.2% |
| 30D | -5.3% | +2.8% | -8.0% | -5.2% |
| 3M | -2.1% | -14.2% | +12.1% | -2.1% |
| 6M | -4.8% | -11.7% | +6.9% | -4.6% |
| YTD | +14.0% | -7.7% | +21.7% | +12.6% |
| 1Y | +20.9% | -1.2% | +22.0% | +17.0% |
| All | +20.9% | -0.6% | +21.5% | +17.0% |
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 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