+65.7%
KIM vs EXR
+215.3%
-149.6%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | +2.8% | +2.7% | +0.2% | +1.3% |
| 30D | +16.3% | +18.9% | -2.6% | +5.3% |
| 3M | +6.6% | +8.4% | -1.7% | +1.7% |
| 6M | +12.3% | +14.3% | -2.0% | +3.7% |
| YTD | +31.6% | +27.2% | +4.3% | +13.5% |
| 1Y | +31.5% | +25.9% | +5.6% | +14.0% |
| 3Y | +68.0% | +54.6% | +13.4% | +26.5% |
| 5Y | +38.7% | -0.6% | +39.3% | +31.9% |
| 10Y | +65.7% | +208.5% | -142.8% | -19.8% |
| All | +65.7% | +215.3% | -149.6% | -19.8% |
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