+113.6%
KEY vs EXR
+215.3%
-101.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.5% |
| 7D | -0.4% | +2.7% | -3.1% | -1.4% |
| 30D | +7.2% | +18.9% | -11.7% | +0.4% |
| 3M | -4.9% | +8.4% | -13.3% | -7.8% |
| 6M | +1.1% | +14.3% | -13.2% | -4.2% |
| YTD | +6.8% | +27.2% | -20.4% | -3.2% |
| 1Y | +23.3% | +25.9% | -2.6% | +12.1% |
| 3Y | +126.1% | +54.6% | +71.4% | +86.5% |
| 5Y | +15.2% | -0.6% | +15.8% | +8.6% |
| 10Y | +113.6% | +208.5% | -94.9% | +54.4% |
| All | +113.6% | +215.3% | -101.7% | +54.4% |
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