+185.0%
KIM vs EXR
+2,662.2%
-2,477.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.9% |
| 7D | +0.4% | -2.6% | +3.0% | +2.6% |
| 30D | -4.0% | -7.2% | +3.2% | +2.1% |
| 3M | +0.5% | -3.5% | +4.0% | +3.3% |
| 6M | +3.6% | -5.3% | +8.9% | +7.5% |
| YTD | +20.4% | +9.4% | +11.1% | +10.1% |
| 1Y | +9.7% | +1.3% | +8.4% | +6.4% |
| 3Y | +46.0% | +22.4% | +23.6% | +14.5% |
| 5Y | +34.4% | -12.2% | +46.7% | +31.2% |
| 10Y | +29.3% | +148.6% | -119.3% | -55.1% |
| All | +185.0% | +2,662.2% | -2,477.2% | -89.1% |
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 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