+84.4%
KEYS vs EXR
-11.6%
+96.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +4.4% | -0.7% | +5.1% | +4.7% |
| 30D | -2.2% | -6.9% | +4.7% | +0.4% |
| 3M | +0.5% | -3.0% | +3.5% | +0.9% |
| 6M | +22.4% | -2.9% | +25.3% | +22.6% |
| YTD | +64.1% | +9.3% | +54.8% | +56.4% |
| 1Y | +97.0% | -0.9% | +97.9% | +94.6% |
| 3Y | +152.0% | +24.7% | +127.3% | +120.1% |
| All | +84.4% | -11.6% | +96.1% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling