+123.6%
KEY vs EXR
+22.7%
+100.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.8% |
| 7D | +2.2% | -2.6% | +4.8% | +3.3% |
| 30D | -3.0% | -7.2% | +4.2% | 0.0% |
| 3M | +3.3% | -3.5% | +6.8% | +4.6% |
| 6M | +9.2% | -5.3% | +14.5% | +11.2% |
| YTD | +10.6% | +9.4% | +1.3% | +5.6% |
| 1Y | +20.4% | +1.3% | +19.1% | +18.3% |
| All | +123.6% | +22.7% | +100.8% | +91.0% |
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 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