-25.4%
KMX vs EXR
+23.6%
-49.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.1% | -4.2% | -4.3% |
| 7D | -0.7% | -0.7% | 0.0% | -0.3% |
| 30D | +4.1% | -6.9% | +11.0% | +8.2% |
| 3M | +27.5% | -3.0% | +30.5% | +29.4% |
| 6M | +43.6% | -2.9% | +46.5% | +45.3% |
| YTD | +56.8% | +9.3% | +47.5% | +48.1% |
| 1Y | -1.3% | -0.9% | -0.4% | -1.7% |
| 3Y | -25.4% | +24.7% | -50.1% | -35.3% |
| All | -25.4% | +23.6% | -49.0% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling