+82.9%
KORU vs AGNC
+83.7%
-0.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.4% | +9.5% |
| 7D | -1.7% | -4.7% | +3.0% | +4.9% |
| 30D | +13.5% | -5.7% | +19.2% | +22.9% |
| 3M | -45.2% | +1.9% | -47.1% | -47.0% |
| 6M | +17.1% | +1.8% | +15.3% | +20.6% |
| YTD | +154.1% | +3.4% | +150.7% | +162.5% |
| 1Y | +375.7% | +13.6% | +362.1% | +335.7% |
| 3Y | +474.0% | +60.4% | +413.6% | +252.1% |
| 5Y | +60.4% | +27.0% | +33.4% | +36.6% |
| All | +82.9% | +83.7% | -0.7% | +12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling