+32.7%
KO vs EXR
+1.1%
+31.6%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -1.8% | -2.6% | +0.8% | -1.1% |
| 30D | +1.4% | -7.2% | +8.6% | +3.5% |
| 3M | +15.4% | -3.5% | +18.9% | +16.8% |
| 6M | +14.3% | -5.3% | +19.6% | +15.7% |
| YTD | +27.7% | +9.4% | +18.3% | +25.9% |
| 1Y | +32.7% | +1.3% | +31.4% | +31.8% |
| All | +32.7% | +1.1% | +31.6% | +31.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling