+53.4%
KEY vs EXR
+2,662.2%
-2,608.8%
-87.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +1.1% |
| 7D | +2.2% | -2.6% | +4.8% | +3.9% |
| 30D | -3.0% | -7.2% | +4.2% | +1.7% |
| 3M | +3.3% | -3.5% | +6.8% | +5.3% |
| 6M | +9.2% | -5.3% | +14.5% | +12.3% |
| YTD | +10.6% | +9.4% | +1.3% | +3.0% |
| 1Y | +20.4% | +1.3% | +19.1% | +17.1% |
| 3Y | +121.8% | +22.4% | +99.4% | +82.4% |
| 5Y | +41.1% | -12.2% | +53.4% | +35.8% |
| 10Y | +168.5% | +148.6% | +20.0% | +7.7% |
| All | +53.4% | +2,662.2% | -2,608.8% | -90.7% |
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