+48.7%
KIM vs EXR
+22.7%
+26.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | +0.4% | -2.6% | +3.0% | +1.8% |
| 30D | -4.0% | -7.2% | +3.2% | -0.1% |
| 3M | +0.5% | -3.5% | +4.0% | +2.4% |
| 6M | +3.6% | -5.3% | +8.9% | +6.3% |
| YTD | +20.4% | +9.4% | +11.1% | +14.0% |
| 1Y | +9.7% | +1.3% | +8.4% | +8.0% |
| All | +48.7% | +22.7% | +26.0% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling