+36.0%
KMB vs EXR
+221.5%
-185.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.3% | -1.7% |
| 7D | +0.5% | +5.2% | -4.7% | -0.8% |
| 30D | +12.4% | +20.9% | -8.5% | +7.2% |
| 3M | +1.0% | +7.7% | -6.7% | -0.9% |
| 6M | +12.1% | +13.2% | -1.0% | +8.7% |
| YTD | +11.6% | +26.5% | -14.9% | +5.1% |
| 1Y | +13.1% | +27.2% | -14.1% | +6.3% |
| 3Y | +1.6% | +71.5% | -70.0% | -12.7% |
| 5Y | -0.3% | +0.4% | -0.7% | -3.8% |
| All | +36.0% | +221.5% | -185.5% | -7.6% |
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