+667.6%
KO vs EXR
+2,660.5%
-1,992.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.4% | -0.7% | +1.1% | +0.6% |
| 30D | +1.5% | -6.9% | +8.4% | +3.1% |
| 3M | +11.8% | -3.0% | +14.8% | +12.6% |
| 6M | +16.2% | -2.9% | +19.2% | +16.9% |
| YTD | +28.1% | +9.3% | +18.8% | +25.4% |
| 1Y | +34.8% | -0.9% | +35.7% | +34.6% |
| 3Y | +65.5% | +24.7% | +40.8% | +54.9% |
| 5Y | +81.6% | -11.7% | +93.3% | +80.5% |
| 10Y | +176.7% | +148.4% | +28.3% | +118.0% |
| All | +667.6% | +2,660.5% | -1,992.8% | +252.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling