+169.5%
KDP vs QXO
+34.5%
+135.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.2% |
| 7D | -3.7% | -7.8% | +4.1% | -3.6% |
| 30D | +6.2% | -18.1% | +24.3% | +6.4% |
| 3M | +1.2% | -25.8% | +27.0% | +1.5% |
| 6M | +15.3% | -41.7% | +57.1% | +15.8% |
| YTD | +14.8% | -36.2% | +51.0% | +15.2% |
| 1Y | +17.6% | -42.1% | +59.7% | +18.0% |
| 3Y | +2.1% | -46.2% | +48.3% | -0.2% |
| 5Y | +2.7% | -70.7% | +73.5% | +0.8% |
| All | +169.5% | +34.5% | +135.0% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 QXO 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