+227.0%
KRE vs AGNC
+622.7%
-395.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | -1.8% | -4.7% | +2.9% | +0.8% |
| 30D | -4.5% | -5.7% | +1.2% | -1.4% |
| 3M | +2.7% | +1.9% | +0.9% | +1.4% |
| 6M | +16.9% | +1.8% | +15.1% | +15.0% |
| YTD | +15.4% | +3.4% | +11.9% | +12.3% |
| 1Y | +16.1% | +13.6% | +2.5% | +7.1% |
| 3Y | +85.7% | +60.4% | +25.4% | +40.0% |
| 5Y | +33.3% | +27.0% | +6.3% | +12.2% |
| 10Y | +123.3% | +83.1% | +40.2% | +50.3% |
| All | +227.0% | +622.7% | -395.7% | -30.4% |
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