+510.1%
KR vs AGNC
+622.7%
-112.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +2.8% |
| 7D | -0.2% | -4.7% | +4.5% | +0.4% |
| 30D | +5.1% | -5.7% | +10.7% | +5.8% |
| 3M | -8.2% | +1.9% | -10.0% | -8.4% |
| 6M | -18.0% | +1.8% | -19.8% | -18.3% |
| YTD | -4.8% | +3.4% | -8.2% | -5.5% |
| 1Y | -11.0% | +13.6% | -24.6% | -12.7% |
| 3Y | +37.7% | +60.4% | -22.7% | +28.1% |
| 5Y | +52.8% | +27.0% | +25.8% | +45.3% |
| 10Y | +128.8% | +83.1% | +45.7% | +101.4% |
| All | +510.1% | +622.7% | -112.6% | +275.9% |
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