+2,934.0%
KLAC vs EXR
+148.1%
+2,785.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.5% | -0.7% | -2.4% |
| 7D | +6.2% | -3.1% | +9.3% | +7.3% |
| 30D | -5.0% | -7.5% | +2.5% | -2.5% |
| 3M | -14.4% | -7.5% | -6.9% | -12.7% |
| 6M | +28.3% | -5.2% | +33.5% | +29.6% |
| YTD | +51.1% | +6.5% | +44.6% | +46.6% |
| 1Y | +100.4% | -2.0% | +102.4% | +99.5% |
| 3Y | +276.3% | +21.5% | +254.8% | +237.9% |
| 5Y | +452.1% | -11.5% | +463.6% | +450.9% |
| All | +2,934.0% | +148.1% | +2,785.9% | +2,201.7% |
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