-43.1%
KHC vs EXR
+213.9%
-257.0%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.3% |
| 7D | -1.8% | -2.6% | +0.8% | -1.0% |
| 30D | -1.9% | -7.2% | +5.3% | +0.2% |
| 3M | +14.4% | -3.5% | +17.9% | +15.7% |
| 6M | +8.7% | -5.3% | +14.0% | +10.4% |
| YTD | +7.8% | +9.4% | -1.6% | +4.9% |
| 1Y | -1.5% | +1.3% | -2.8% | -2.2% |
| 3Y | -9.9% | +22.4% | -32.3% | -16.2% |
| 5Y | -10.7% | -12.2% | +1.5% | -10.9% |
| 10Y | -55.7% | +148.6% | -204.3% | -70.6% |
| All | -43.1% | +213.9% | -257.0% | -69.7% |
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