+11.5%
QXO vs KEEL
+294.5%
-283.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.8% | -3.6% | -0.2% |
| 7D | -7.8% | +2.9% | -10.7% | -8.1% |
| 30D | -18.1% | +0.8% | -18.9% | -18.4% |
| 3M | -25.8% | -35.3% | +9.6% | -23.9% |
| 6M | -41.7% | +59.4% | -101.1% | -45.1% |
| YTD | -36.2% | +51.9% | -88.1% | -39.9% |
| 1Y | -42.1% | +75.0% | -117.1% | -47.0% |
| 3Y | -46.2% | +224.5% | -270.7% | -55.1% |
| 5Y | -70.7% | -35.9% | -34.8% | -74.6% |
| All | +11.5% | +294.5% | -283.0% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling