+126.1%
KEY vs EXR
+53.9%
+72.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.1% | +2.4% |
| 7D | -0.4% | +2.7% | -3.1% | -1.4% |
| 30D | +7.2% | +18.9% | -11.7% | -0.2% |
| 3M | -4.9% | +8.4% | -13.3% | -8.1% |
| 6M | +1.1% | +14.3% | -13.2% | -4.7% |
| YTD | +6.8% | +27.2% | -20.4% | -4.3% |
| 1Y | +23.3% | +25.9% | -2.6% | +10.9% |
| 3Y | +126.1% | +54.6% | +71.4% | +48.8% |
| All | +126.1% | +53.9% | +72.2% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling