+13.4%
KDP vs EXR
-2.2%
+15.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.2% |
| 7D | -4.0% | -1.2% | -2.8% | -3.7% |
| 30D | +8.5% | +18.3% | -9.8% | +4.3% |
| 3M | +20.7% | +9.1% | +11.6% | +18.2% |
| 6M | +23.2% | +11.7% | +11.4% | +20.0% |
| YTD | +30.5% | +25.7% | +4.8% | +23.8% |
| 1Y | +35.9% | +24.9% | +11.0% | +29.1% |
| 3Y | +24.8% | +51.4% | -26.6% | +13.2% |
| 5Y | +13.4% | -1.9% | +15.3% | +11.1% |
| All | +13.4% | -2.2% | +15.6% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling