+96.0%
KEYS vs EXR
+1.1%
+94.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.4% |
| 7D | +2.3% | -2.6% | +4.8% | +2.3% |
| 30D | -2.6% | -7.2% | +4.6% | -2.4% |
| 3M | -4.6% | -3.5% | -1.1% | -5.3% |
| 6M | +8.7% | -5.3% | +14.0% | +6.5% |
| YTD | +61.0% | +9.4% | +51.7% | +57.4% |
| 1Y | +96.0% | +1.3% | +94.7% | +86.3% |
| All | +96.0% | +1.1% | +94.9% | +86.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling