-35.3%
QXO vs KEY
+21.3%
-56.7%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -1.1% |
| 7D | -1.3% | +2.2% | -3.5% | -3.2% |
| 30D | -16.0% | -3.0% | -13.0% | -13.8% |
| 3M | -17.7% | +3.3% | -21.1% | -19.7% |
| 6M | -42.6% | +9.2% | -51.8% | -46.5% |
| YTD | -30.8% | +10.6% | -41.4% | -37.3% |
| 1Y | -35.3% | +20.4% | -55.7% | -48.3% |
| All | -35.3% | +21.3% | -56.7% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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