+12.2%
KEY vs EXR
-0.3%
+12.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | -1.3% | +5.2% | -6.5% | -3.2% |
| 30D | +5.1% | +20.9% | -15.7% | -2.4% |
| 3M | -7.1% | +7.7% | -14.8% | -9.9% |
| 6M | -4.4% | +13.2% | -17.6% | -9.2% |
| YTD | +4.0% | +26.5% | -22.5% | -5.8% |
| 1Y | +23.4% | +27.2% | -3.8% | +11.4% |
| 3Y | +113.9% | +71.5% | +42.4% | +66.6% |
| All | +12.2% | -0.3% | +12.6% | -2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling