-1.6%
KMX vs EXR
+217.4%
-219.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -2.3% | -1.1% | -1.1% | -1.7% |
| 30D | +6.3% | +18.8% | -12.5% | -1.6% |
| 3M | -7.4% | +9.9% | -17.3% | -11.2% |
| 6M | +37.9% | +12.6% | +25.3% | +30.7% |
| YTD | +39.5% | +26.5% | +13.0% | +25.1% |
| 1Y | +57.9% | +24.5% | +33.4% | +42.7% |
| 3Y | -15.0% | +52.4% | -67.4% | -30.0% |
| 5Y | -64.1% | -1.5% | -62.6% | -65.5% |
| 10Y | -1.6% | +216.0% | -217.6% | -32.2% |
| All | -1.6% | +217.4% | -219.0% | -32.2% |
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