+440.4%
KO vs AGNC
+625.5%
-185.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.4% | +1.0% |
| 7D | -1.1% | -4.4% | +3.3% | -0.1% |
| 30D | +1.6% | -5.4% | +6.9% | +2.9% |
| 3M | +5.8% | +3.5% | +2.3% | +4.9% |
| 6M | +14.3% | +1.7% | +12.6% | +13.6% |
| YTD | +27.3% | +3.9% | +23.5% | +25.7% |
| 1Y | +33.2% | +13.8% | +19.3% | +28.7% |
| 3Y | +64.5% | +63.3% | +1.1% | +44.1% |
| 5Y | +83.1% | +27.5% | +55.6% | +67.8% |
| 10Y | +183.9% | +83.8% | +100.1% | +132.2% |
| All | +440.4% | +625.5% | -185.2% | +175.6% |
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