+658.7%
KGC vs EXR
+147.0%
+511.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.3% | -2.3% |
| 7D | +2.4% | -0.7% | +3.1% | +2.6% |
| 30D | +9.2% | -6.9% | +16.2% | +11.0% |
| 3M | +16.7% | -3.0% | +19.7% | +17.3% |
| 6M | -7.0% | -2.9% | -4.1% | -6.5% |
| YTD | +7.5% | +9.3% | -1.8% | +5.3% |
| 1Y | +34.4% | -0.9% | +35.3% | +34.2% |
| 3Y | +552.0% | +24.7% | +527.3% | +514.7% |
| 5Y | +454.5% | -11.7% | +466.2% | +455.7% |
| 10Y | +658.7% | +148.4% | +510.3% | +611.1% |
| All | +658.7% | +147.0% | +511.7% | +611.1% |
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