-25.1%
KORU vs AGNC
-0.6%
-24.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -0.6% | -36.8% | -36.2% |
| 7D | -48.7% | -0.1% | -48.6% | -48.3% |
| 30D | -68.9% | +2.8% | -71.7% | -71.7% |
| 3M | -64.6% | -14.2% | -50.4% | -46.8% |
| 6M | -82.2% | -11.7% | -70.5% | -75.9% |
| YTD | -28.1% | -7.7% | -20.3% | -2.8% |
| 1Y | -25.1% | -1.2% | -23.9% | -2.6% |
| All | -25.1% | -0.6% | -24.5% | -2.6% |
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 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