+1,058.3%
KEYS vs EXR
+291.9%
+766.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.8% |
| 7D | +2.3% | -2.6% | +4.8% | +3.0% |
| 30D | -2.6% | -7.2% | +4.6% | -0.6% |
| 3M | -4.6% | -3.5% | -1.1% | -4.2% |
| 6M | +8.7% | -5.3% | +14.0% | +9.8% |
| YTD | +61.0% | +9.4% | +51.7% | +55.7% |
| 1Y | +96.0% | +1.3% | +94.7% | +93.2% |
| 3Y | +144.4% | +22.4% | +122.0% | +125.6% |
| 5Y | +80.5% | -12.2% | +92.7% | +80.7% |
| 10Y | +974.9% | +148.6% | +826.4% | +777.5% |
| All | +1,058.3% | +291.9% | +766.4% | +714.5% |
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