+315.8%
KGC vs EXR
+53.5%
+262.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -6.7% | -0.4% | -6.2% | -6.5% |
| 30D | -6.7% | +18.2% | -24.9% | -11.5% |
| 3M | -22.6% | +7.3% | -29.9% | -24.4% |
| 6M | -33.4% | +13.8% | -47.3% | -36.3% |
| YTD | -26.0% | +25.9% | -51.9% | -31.3% |
| 1Y | -18.3% | +25.8% | -44.1% | -24.1% |
| 3Y | +315.8% | +53.7% | +262.1% | +254.4% |
| All | +315.8% | +53.5% | +262.3% | +254.4% |
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