+318.6%
KGC vs EXR
+69.9%
+248.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.6% | +3.6% | +3.2% |
| 7D | +10.5% | +5.2% | +5.3% | +9.0% |
| 30D | -4.1% | +20.9% | -24.9% | -9.1% |
| 3M | -13.1% | +7.7% | -20.8% | -15.0% |
| 6M | -27.5% | +13.2% | -40.7% | -30.2% |
| YTD | -20.7% | +26.5% | -47.2% | -25.8% |
| 1Y | -6.1% | +27.2% | -33.3% | -12.3% |
| 3Y | +318.6% | +71.5% | +247.1% | +288.2% |
| All | +318.6% | +69.9% | +248.7% | +288.2% |
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