+40.6%
KNX vs EXR
-11.7%
+52.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -1.9% |
| 7D | +2.3% | -3.1% | +5.4% | +3.5% |
| 30D | +0.5% | -7.5% | +8.0% | +3.4% |
| 3M | -14.1% | -7.5% | -6.6% | -11.7% |
| 6M | +19.8% | -5.2% | +25.0% | +21.9% |
| YTD | +32.7% | +6.5% | +26.2% | +29.5% |
| 1Y | +62.3% | -2.0% | +64.3% | +63.1% |
| 3Y | +36.8% | +21.5% | +15.3% | +25.8% |
| All | +40.6% | -11.7% | +52.3% | +39.9% |
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