+1,018.0%
KEYS vs EXR
+151.8%
+866.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.7% |
| 7D | +3.5% | -1.2% | +4.6% | +3.8% |
| 30D | -4.5% | -6.2% | +1.7% | -2.8% |
| 3M | -0.4% | -7.4% | +7.0% | +1.3% |
| 6M | +19.1% | -0.5% | +19.7% | +18.6% |
| YTD | +66.7% | +8.1% | +58.6% | +61.5% |
| 1Y | +96.5% | -2.9% | +99.3% | +96.1% |
| 3Y | +155.2% | +22.9% | +132.2% | +134.5% |
| 5Y | +88.0% | -10.2% | +98.1% | +87.5% |
| All | +1,018.0% | +151.8% | +866.2% | +853.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling