-22.5%
KWEB vs EXR
+151.8%
-174.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.5% |
| 7D | -5.6% | -1.2% | -4.4% | -5.3% |
| 30D | -10.7% | -6.2% | -4.5% | -9.5% |
| 3M | -7.4% | -7.4% | 0.0% | -6.1% |
| 6M | -19.3% | -0.5% | -18.8% | -19.4% |
| YTD | -27.8% | +8.1% | -35.8% | -29.1% |
| 1Y | -35.9% | -2.9% | -33.1% | -35.9% |
| 3Y | -1.9% | +22.9% | -24.9% | -7.7% |
| 5Y | -43.2% | -10.2% | -33.0% | -44.0% |
| All | -22.5% | +151.8% | -174.3% | -34.5% |
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