+8.0%
KMX vs EXR
+151.8%
-143.8%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +0.9% |
| 7D | -3.1% | -1.2% | -2.0% | -2.6% |
| 30D | +4.4% | -6.2% | +10.7% | +7.4% |
| 3M | +18.9% | -7.4% | +26.3% | +22.9% |
| 6M | +44.3% | -0.5% | +44.8% | +44.4% |
| YTD | +58.7% | +8.1% | +50.6% | +52.7% |
| 1Y | +0.1% | -2.9% | +3.0% | +1.0% |
| 3Y | -24.4% | +22.9% | -47.4% | -31.7% |
| 5Y | -54.4% | -10.2% | -44.3% | -54.2% |
| All | +8.0% | +151.8% | -143.8% | -19.4% |
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