-65.1%
KMX vs EXR
-0.5%
-64.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.6% | +4.5% | +4.8% |
| 7D | -4.1% | +2.7% | -6.8% | -5.4% |
| 30D | +2.9% | +18.9% | -16.1% | -5.9% |
| 3M | -7.0% | +8.4% | -15.4% | -10.8% |
| 6M | +34.1% | +14.3% | +19.8% | +25.1% |
| YTD | +40.0% | +27.2% | +12.8% | +23.0% |
| 1Y | +67.2% | +25.9% | +41.3% | +47.8% |
| 3Y | -13.4% | +54.6% | -68.1% | -31.7% |
| 5Y | -65.1% | -0.6% | -64.5% | -68.3% |
| All | -65.1% | -0.5% | -64.6% | -68.3% |
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 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