+121.6%
KRE vs EXR
+149.6%
-28.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.3% |
| 7D | -1.4% | -3.2% | +1.8% | -0.3% |
| 30D | -3.9% | -6.9% | +3.0% | -1.5% |
| 3M | +3.6% | -7.8% | +11.4% | +6.6% |
| 6M | +15.4% | -4.9% | +20.3% | +17.2% |
| YTD | +15.2% | +7.2% | +8.1% | +12.0% |
| 1Y | +16.5% | -1.5% | +18.0% | +16.4% |
| 3Y | +85.2% | +22.3% | +62.9% | +68.8% |
| 5Y | +33.1% | -10.9% | +44.0% | +32.0% |
| All | +121.6% | +149.6% | -28.0% | +72.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling