-55.4%
KHC vs EXR
+147.0%
-202.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -2.2% | -0.7% | -1.5% | -2.0% |
| 30D | -0.1% | -6.9% | +6.9% | +1.9% |
| 3M | +8.3% | -3.0% | +11.3% | +9.4% |
| 6M | +5.0% | -2.9% | +7.9% | +5.8% |
| YTD | +8.0% | +9.3% | -1.3% | +5.3% |
| 1Y | -1.1% | -0.9% | -0.2% | -1.1% |
| 3Y | -10.7% | +24.7% | -35.4% | -16.9% |
| 5Y | -13.5% | -11.7% | -1.8% | -13.7% |
| 10Y | -55.4% | +148.4% | -203.8% | -69.2% |
| All | -55.4% | +147.0% | -202.4% | -69.2% |
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 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