+81.6%
KO vs AGNC
+27.2%
+54.5%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +0.8% |
| 7D | -1.1% | -4.4% | +3.3% | -0.4% |
| 30D | +1.6% | -5.4% | +6.9% | +2.4% |
| 3M | +5.8% | +3.5% | +2.3% | +5.2% |
| 6M | +14.3% | +1.7% | +12.6% | +13.9% |
| YTD | +27.3% | +3.9% | +23.5% | +26.4% |
| 1Y | +33.2% | +13.8% | +19.3% | +30.4% |
| 3Y | +64.5% | +63.3% | +1.1% | +52.6% |
| All | +81.6% | +27.2% | +54.5% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling