+174.5%
KDP vs EXR
+148.5%
+26.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | +1.3% | -2.6% | +3.8% | +1.9% |
| 30D | +6.0% | -7.2% | +13.2% | +7.8% |
| 3M | +9.2% | -3.5% | +12.7% | +10.2% |
| 6M | +14.7% | -5.3% | +20.0% | +16.1% |
| YTD | +19.2% | +9.4% | +9.8% | +16.8% |
| 1Y | +15.2% | +1.3% | +13.9% | +14.6% |
| 3Y | +6.0% | +22.4% | -16.4% | 0.0% |
| 5Y | +5.4% | -12.2% | +17.7% | +5.6% |
| All | +174.5% | +148.5% | +26.0% | +121.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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