+179.3%
KO vs QXO
+34.5%
+144.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | +0.2% | -7.8% | +8.0% | +0.3% |
| 30D | +1.8% | -18.1% | +19.9% | +1.9% |
| 3M | +7.7% | -25.8% | +33.4% | +7.8% |
| 6M | +15.3% | -41.7% | +57.0% | +15.5% |
| YTD | +28.0% | -36.2% | +64.2% | +28.2% |
| 1Y | +34.3% | -42.1% | +76.4% | +34.5% |
| 3Y | +63.8% | -46.2% | +109.9% | +61.3% |
| 5Y | +84.1% | -70.7% | +154.8% | +81.8% |
| All | +179.3% | +34.5% | +144.9% | +161.3% |
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