+571.4%
KGC vs EXR
+2,662.2%
-2,090.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -1.3% | -2.6% | +1.3% | -0.7% |
| 30D | +20.3% | -7.2% | +27.5% | +22.3% |
| 3M | +8.1% | -3.5% | +11.6% | +8.8% |
| 6M | -8.8% | -5.3% | -3.5% | -7.7% |
| YTD | +10.1% | +9.4% | +0.7% | +7.8% |
| 1Y | +44.2% | +1.3% | +42.9% | +43.5% |
| 3Y | +533.0% | +22.4% | +510.6% | +496.4% |
| 5Y | +443.0% | -12.2% | +455.2% | +445.0% |
| 10Y | +678.6% | +148.6% | +530.0% | +507.6% |
| All | +571.4% | +2,662.2% | -2,090.8% | +175.7% |
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