-29.4%
QXO vs KEEL
-58.5%
+29.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -21.4% | +13.4% | -4.1% |
| 7D | +2.3% | -28.6% | +30.9% | +8.1% |
| 30D | -3.9% | -52.4% | +48.6% | +9.6% |
| 3M | -26.8% | -58.0% | +31.2% | -15.4% |
| 6M | -38.3% | -53.3% | +14.9% | -33.8% |
| YTD | -39.7% | -29.8% | -9.9% | -44.1% |
| 1Y | -29.4% | -59.4% | +29.9% | -30.7% |
| All | -29.4% | -58.5% | +29.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling