+38.7%
KMB vs EXR
+215.3%
-176.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | +3.4% | +2.7% | +0.7% | +2.7% |
| 30D | +14.7% | +18.9% | -4.3% | +9.8% |
| 3M | +3.3% | +8.4% | -5.1% | +1.2% |
| 6M | +16.8% | +14.3% | +2.5% | +12.9% |
| YTD | +15.2% | +27.2% | -12.0% | +8.4% |
| 1Y | +13.3% | +25.9% | -12.6% | +6.8% |
| 3Y | +5.4% | +54.6% | -49.2% | -6.8% |
| 5Y | +2.7% | -0.6% | +3.3% | -0.5% |
| 10Y | +38.7% | +208.5% | -169.9% | -5.0% |
| All | +38.7% | +215.3% | -176.6% | -5.0% |
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 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