+83.1%
KO vs EXR
-11.2%
+94.3%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -1.1% | -3.2% | +2.1% | -0.4% |
| 30D | +1.6% | -6.9% | +8.5% | +3.1% |
| 3M | +5.8% | -7.8% | +13.5% | +7.6% |
| 6M | +14.3% | -4.9% | +19.2% | +15.4% |
| YTD | +27.3% | +7.2% | +20.2% | +25.4% |
| 1Y | +33.2% | -1.5% | +34.7% | +33.2% |
| 3Y | +64.5% | +22.3% | +42.2% | +56.1% |
| 5Y | +83.1% | -10.9% | +94.0% | +86.9% |
| All | +83.1% | -11.2% | +94.3% | +86.9% |
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