-14.1%
KHC vs EXR
-1.8%
-12.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | +2.0% | -0.4% | +2.5% | +2.1% |
| 30D | +10.6% | +18.2% | -7.6% | +6.4% |
| 3M | +0.5% | +7.3% | -6.8% | -1.2% |
| 6M | +12.1% | +13.8% | -1.8% | +8.9% |
| YTD | +8.9% | +25.9% | -17.0% | +3.4% |
| 1Y | +7.5% | +25.8% | -18.3% | +2.0% |
| 3Y | -10.7% | +53.7% | -64.4% | -17.6% |
| All | -14.1% | -1.8% | -12.3% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling