+32.7%
KIM vs EXR
+28.1%
+4.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +2.0% |
| 7D | +10.6% | +11.3% | -0.7% | +5.0% |
| 30D | +17.5% | +21.2% | -3.7% | +7.4% |
| 3M | +4.7% | +8.7% | -4.0% | +0.5% |
| 6M | +13.1% | +18.2% | -5.1% | +4.7% |
| YTD | +32.1% | +27.9% | +4.1% | +16.5% |
| 1Y | +32.7% | +28.3% | +4.3% | +17.2% |
| All | +32.7% | +28.1% | +4.6% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling