+696.7%
KKR vs EXR
+151.8%
+544.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.2% |
| 7D | -6.2% | -1.2% | -5.0% | -5.7% |
| 30D | -8.9% | -6.2% | -2.6% | -6.3% |
| 3M | +6.3% | -7.4% | +13.7% | +9.6% |
| 6M | +16.5% | -0.5% | +17.0% | +16.3% |
| YTD | -20.3% | +8.1% | -28.3% | -23.4% |
| 1Y | -29.8% | -2.9% | -26.9% | -29.5% |
| 3Y | +63.2% | +22.9% | +40.2% | +44.4% |
| 5Y | +68.0% | -10.2% | +78.1% | +68.8% |
| All | +696.7% | +151.8% | +544.9% | +519.5% |
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