+18.0%
KMB vs EXR
+148.5%
-130.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.0% | -2.6% | -0.5% | -2.4% |
| 30D | -5.5% | -7.2% | +1.7% | -3.7% |
| 3M | +14.0% | -3.5% | +17.5% | +15.0% |
| 6M | +4.1% | -5.3% | +9.4% | +5.4% |
| YTD | +8.0% | +9.4% | -1.3% | +5.6% |
| 1Y | -13.7% | +1.3% | -15.1% | -14.2% |
| 3Y | -5.9% | +22.4% | -28.4% | -12.0% |
| 5Y | -8.6% | -12.2% | +3.6% | -8.9% |
| All | +18.0% | +148.5% | -130.4% | -13.0% |
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