+146.7%
KEYS vs EXR
+53.2%
+93.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.3% |
| 7D | +16.7% | -1.2% | +17.9% | +17.1% |
| 30D | -17.8% | +18.3% | -36.1% | -21.7% |
| 3M | -14.2% | +9.1% | -23.2% | -16.3% |
| 6M | -15.9% | +11.7% | -27.6% | -19.2% |
| YTD | +49.7% | +25.7% | +24.0% | +37.3% |
| 1Y | +65.3% | +24.9% | +40.4% | +51.9% |
| All | +146.7% | +53.2% | +93.5% | +103.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling