-35.3%
QXO vs KEEL
+169.0%
-204.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -1.3% |
| 7D | -1.3% | +7.8% | -9.0% | -2.3% |
| 30D | -16.0% | -11.7% | -4.3% | -15.0% |
| 3M | -17.7% | -41.5% | +23.7% | -12.9% |
| 6M | -42.6% | +54.9% | -97.5% | -48.6% |
| YTD | -30.8% | +47.7% | -78.5% | -38.4% |
| 1Y | -35.3% | +177.6% | -212.9% | -40.0% |
| All | -35.3% | +169.0% | -204.3% | -40.0% |
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