+2,838.9%
KLAC vs EXR
+149.6%
+2,689.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.6% | -3.7% | -3.3% |
| 7D | +2.5% | -3.2% | +5.7% | +3.5% |
| 30D | -11.5% | -6.9% | -4.6% | -9.4% |
| 3M | -16.9% | -7.8% | -9.1% | -15.2% |
| 6M | +22.2% | -4.9% | +27.1% | +23.3% |
| YTD | +46.4% | +7.2% | +39.2% | +41.8% |
| 1Y | +91.0% | -1.5% | +92.5% | +89.8% |
| 3Y | +264.6% | +22.3% | +242.3% | +226.6% |
| 5Y | +430.6% | -10.9% | +441.5% | +428.3% |
| All | +2,838.9% | +149.6% | +2,689.3% | +2,125.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling