+30.9%
KRE vs EXR
-13.9%
+44.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.4% | -0.2% |
| 7D | -1.1% | -3.1% | +2.0% | +0.1% |
| 30D | -3.4% | -7.5% | +4.1% | -0.6% |
| 3M | +3.7% | -7.5% | +11.2% | +6.7% |
| 6M | +14.8% | -5.2% | +20.0% | +16.8% |
| YTD | +14.7% | +6.5% | +8.1% | +11.5% |
| 1Y | +16.0% | -2.0% | +18.0% | +16.1% |
| 3Y | +84.3% | +21.5% | +62.7% | +67.0% |
| 5Y | +30.9% | -11.5% | +42.4% | +30.1% |
| All | +30.9% | -13.9% | +44.7% | +30.1% |
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