-69.6%
QXO vs KEY
+40.7%
-110.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.0% |
| 7D | -3.9% | -0.3% | -3.5% | -3.8% |
| 30D | -17.4% | -3.3% | -14.1% | -16.5% |
| 3M | -22.5% | -0.7% | -21.8% | -22.2% |
| 6M | -41.4% | +12.5% | -53.9% | -43.2% |
| YTD | -34.1% | +8.4% | -42.5% | -35.5% |
| 1Y | -40.8% | +18.4% | -59.3% | -43.6% |
| 3Y | -43.9% | +123.3% | -167.2% | -53.9% |
| 5Y | -69.6% | +38.8% | -108.4% | -75.7% |
| All | -69.6% | +40.7% | -110.3% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling