-52.3%
KHC vs EXR
+217.4%
-269.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.6% | -1.1% | -3.5% | -4.3% |
| 30D | +8.1% | +18.8% | -10.7% | +3.1% |
| 3M | 0.0% | +9.9% | -9.9% | -2.6% |
| 6M | +7.9% | +12.6% | -4.7% | +4.5% |
| YTD | +5.3% | +26.5% | -21.2% | -1.4% |
| 1Y | +5.1% | +24.5% | -19.4% | -1.2% |
| 3Y | -12.8% | +52.4% | -65.2% | -23.0% |
| 5Y | -16.2% | -1.5% | -14.7% | -18.6% |
| 10Y | -52.3% | +216.0% | -268.2% | -68.8% |
| All | -52.3% | +217.4% | -269.7% | -68.8% |
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