+297.2%
KLAC vs EXR
-1.3%
+298.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.8% | +1.3% |
| 7D | -2.1% | +1.7% | -3.8% | -2.7% |
| 30D | -21.8% | +18.0% | -39.8% | -26.3% |
| 3M | -20.5% | +9.7% | -30.2% | -23.3% |
| 6M | -18.0% | +13.4% | -31.4% | -22.4% |
| YTD | +26.4% | +26.3% | +0.1% | +14.6% |
| 1Y | +26.3% | +27.6% | -1.3% | +13.9% |
| 3Y | +193.3% | +52.2% | +141.1% | +134.1% |
| 5Y | +297.2% | -1.1% | +298.3% | +282.9% |
| All | +297.2% | -1.3% | +298.5% | +282.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling