-47.0%
QXO vs KEY
+127.6%
-174.7%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | +9.0% | +2.9% | +6.1% | +7.2% |
| 30D | +22.0% | +8.4% | +13.5% | +16.6% |
| 3M | -15.4% | -5.8% | -9.6% | -11.8% |
| 6M | -26.0% | +5.4% | -31.4% | -27.7% |
| YTD | -34.7% | +7.1% | -41.7% | -36.7% |
| 1Y | -28.0% | +26.8% | -54.8% | -36.5% |
| 3Y | -47.0% | +128.7% | -175.7% | -71.4% |
| All | -47.0% | +127.6% | -174.7% | -71.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling