+13.6%
KNX vs EXR
-1.8%
+15.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.2% | +3.1% | +3.2% |
| 7D | +9.2% | -0.4% | +9.7% | +9.4% |
| 30D | +0.9% | +18.2% | -17.3% | -5.3% |
| 3M | -12.7% | +7.3% | -20.0% | -15.1% |
| 6M | +7.3% | +13.8% | -6.5% | +1.9% |
| YTD | +23.1% | +25.9% | -2.8% | +12.7% |
| 1Y | +47.1% | +25.8% | +21.3% | +34.6% |
| 3Y | +33.3% | +53.7% | -20.5% | +12.3% |
| All | +13.6% | -1.8% | +15.4% | +10.4% |
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