-22.5%
KWEB vs AGNC
+83.7%
-106.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.8% |
| 7D | -5.6% | -4.7% | -0.9% | -3.9% |
| 30D | -10.7% | -5.7% | -5.0% | -8.7% |
| 3M | -7.4% | +1.9% | -9.3% | -8.3% |
| 6M | -19.3% | +1.8% | -21.1% | -20.1% |
| YTD | -27.8% | +3.4% | -31.2% | -29.0% |
| 1Y | -35.9% | +13.6% | -49.5% | -39.3% |
| 3Y | -1.9% | +60.4% | -62.3% | -18.8% |
| 5Y | -43.2% | +27.0% | -70.2% | -49.9% |
| All | -22.5% | +83.7% | -106.2% | -38.2% |
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