+976.9%
KEYS vs EXR
+350.5%
+626.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.5% |
| 6M | -15.9% | +11.7% | -27.6% | -19.1% |
| YTD | +49.7% | +25.7% | +24.0% | +38.9% |
| 1Y | +65.3% | +24.9% | +40.4% | +53.6% |
| 3Y | +144.9% | +51.4% | +93.4% | +112.9% |
| 5Y | +63.0% | -1.9% | +65.0% | +57.5% |
| 10Y | +780.0% | +214.0% | +566.1% | +576.4% |
| All | +976.9% | +350.5% | +626.5% | +626.5% |
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 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