+279.3%
KMB vs EXR
+2,662.2%
-2,382.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | -3.0% | -2.6% | -0.5% | -2.5% |
| 30D | -5.5% | -7.2% | +1.7% | -4.0% |
| 3M | +14.0% | -3.5% | +17.5% | +14.9% |
| 6M | +4.1% | -5.3% | +9.4% | +5.2% |
| YTD | +8.0% | +9.4% | -1.3% | +5.9% |
| 1Y | -13.7% | +1.3% | -15.1% | -14.2% |
| 3Y | -5.9% | +22.4% | -28.4% | -11.2% |
| 5Y | -8.6% | -12.2% | +3.6% | -9.0% |
| 10Y | +17.3% | +148.6% | -131.3% | -7.5% |
| All | +279.3% | +2,662.2% | -2,382.9% | +77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling