+172.9%
KEY vs EXR
+148.5%
+24.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +2.2% | -2.6% | +4.8% | +3.2% |
| 30D | -3.0% | -7.2% | +4.2% | -0.3% |
| 3M | +3.3% | -3.5% | +6.8% | +4.5% |
| 6M | +9.2% | -5.3% | +14.5% | +11.1% |
| YTD | +10.6% | +9.4% | +1.3% | +6.4% |
| 1Y | +20.4% | +1.3% | +19.1% | +18.8% |
| 3Y | +121.8% | +22.4% | +99.4% | +100.2% |
| 5Y | +41.1% | -12.2% | +53.4% | +39.4% |
| All | +172.9% | +148.5% | +24.4% | +107.5% |
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