+45.0%
KEY vs EXR
+3,113.6%
-3,068.6%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.2% | -2.4% |
| 7D | -2.5% | +6.8% | -9.3% | -6.6% |
| 30D | +4.1% | +19.6% | -15.5% | -7.5% |
| 3M | -8.4% | +8.0% | -16.3% | -13.1% |
| 6M | -2.3% | +17.2% | -19.4% | -12.5% |
| YTD | +4.6% | +27.2% | -22.7% | -12.0% |
| 1Y | +24.6% | +26.1% | -1.5% | +5.2% |
| 3Y | +112.8% | +70.7% | +42.1% | +39.8% |
| 5Y | +12.9% | +1.0% | +12.0% | -0.4% |
| 10Y | +126.7% | +227.1% | -100.4% | -24.5% |
| All | +45.0% | +3,113.6% | -3,068.6% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling