+312.2%
KEEL vs EXR
+49.8%
+262.3%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.6% | +7.5% |
| 7D | +21.5% | -0.7% | +22.2% | +21.9% |
| 30D | -3.9% | -6.9% | +3.1% | -0.3% |
| 3M | -34.1% | -3.0% | -31.1% | -34.2% |
| 6M | +82.8% | -2.9% | +85.8% | +82.8% |
| YTD | +58.7% | +9.3% | +49.4% | +48.4% |
| 1Y | +191.4% | -0.9% | +192.3% | +186.1% |
| 3Y | +205.7% | +24.7% | +181.0% | +158.2% |
| 5Y | -37.0% | -11.7% | -25.3% | -35.0% |
| All | +312.2% | +49.8% | +262.3% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling