+29.6%
KEY vs EXR
+28.1%
+1.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.1% | -1.6% | +0.5% |
| 7D | +1.7% | +11.3% | -9.6% | -1.8% |
| 30D | +6.8% | +21.2% | -14.4% | +0.5% |
| 3M | -5.8% | +8.7% | -14.5% | -8.6% |
| 6M | +1.4% | +18.2% | -16.8% | -4.1% |
| YTD | +7.5% | +27.9% | -20.4% | -1.1% |
| 1Y | +29.6% | +28.3% | +1.3% | +19.0% |
| All | +29.6% | +28.1% | +1.6% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling