+997.9%
KR vs EXR
+2,662.2%
-1,664.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.4% | +0.4% |
| 7D | +1.5% | -2.6% | +4.1% | +2.0% |
| 30D | +4.1% | -7.2% | +11.3% | +5.6% |
| 3M | -5.2% | -3.5% | -1.7% | -4.6% |
| 6M | -12.8% | -5.3% | -7.5% | -12.0% |
| YTD | -4.6% | +9.4% | -14.0% | -6.6% |
| 1Y | -11.7% | +1.3% | -13.0% | -12.2% |
| 3Y | +36.3% | +22.4% | +13.8% | +27.9% |
| 5Y | +40.0% | -12.2% | +52.2% | +38.6% |
| 10Y | +122.2% | +148.6% | -26.4% | +69.7% |
| All | +997.9% | +2,662.2% | -1,664.3% | +365.2% |
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