+482.2%
KORU vs AGNC
+22.6%
+459.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.1% | +13.5% | +13.7% |
| 7D | +13.0% | -1.2% | +14.2% | +16.5% |
| 30D | +27.3% | +0.9% | +26.4% | +24.8% |
| 3M | -55.3% | +7.0% | -62.3% | -63.3% |
| 6M | +11.6% | +3.9% | +7.7% | +0.7% |
| YTD | +158.5% | +8.5% | +150.0% | +142.2% |
| 1Y | +482.2% | +19.6% | +462.6% | +442.5% |
| All | +482.2% | +22.6% | +459.6% | +442.5% |
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