-51.8%
KMX vs EXR
-10.8%
-41.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.3% | +1.7% |
| 7D | +1.9% | -2.6% | +4.5% | +3.2% |
| 30D | +11.7% | -7.2% | +18.9% | +15.9% |
| 3M | +34.9% | -3.5% | +38.4% | +37.2% |
| 6M | +50.3% | -5.3% | +55.6% | +53.9% |
| YTD | +63.8% | +9.4% | +54.4% | +55.6% |
| 1Y | +3.8% | +1.3% | +2.5% | +2.5% |
| 3Y | -24.3% | +22.4% | -46.7% | -32.9% |
| All | -51.8% | -10.8% | -41.1% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling