+147.8%
KRE vs EXR
+2,303.5%
-2,155.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.3% |
| 7D | +0.3% | -1.2% | +1.5% | +0.9% |
| 30D | +5.0% | +18.3% | -13.3% | -4.0% |
| 3M | -5.7% | +9.1% | -14.8% | -10.1% |
| 6M | +7.5% | +11.7% | -4.2% | +1.0% |
| YTD | +13.8% | +25.7% | -11.8% | 0.0% |
| 1Y | +20.7% | +24.9% | -4.2% | +6.3% |
| 3Y | +90.1% | +51.4% | +38.7% | +46.4% |
| 5Y | +11.5% | -1.9% | +13.5% | +4.0% |
| 10Y | +88.2% | +214.0% | -125.7% | -17.5% |
| All | +147.8% | +2,303.5% | -2,155.6% | -74.8% |
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