+3.0%
KDP vs QXO
-70.4%
+73.3%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.9% |
| 7D | -4.3% | -8.7% | +4.4% | -4.3% |
| 30D | +7.8% | -21.0% | +28.8% | +8.0% |
| 3M | -0.1% | -18.4% | +18.3% | +0.1% |
| 6M | +14.0% | -43.0% | +57.0% | +14.3% |
| YTD | +15.1% | -36.3% | +51.3% | +15.3% |
| 1Y | +18.5% | -42.8% | +61.3% | +18.8% |
| 3Y | +2.9% | -45.8% | +48.6% | +2.1% |
| 5Y | +3.0% | -70.8% | +73.7% | +3.4% |
| All | +3.0% | -70.4% | +73.3% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling