-0.7%
QXO vs KEY
+356.2%
-356.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.3% | +2.2% | -3.5% | -1.7% |
| 30D | -16.0% | -3.0% | -13.0% | -15.5% |
| 3M | -17.7% | +3.3% | -21.1% | -18.2% |
| 6M | -42.6% | +9.2% | -51.8% | -43.5% |
| YTD | -30.8% | +10.6% | -41.4% | -32.1% |
| 1Y | -35.3% | +20.4% | -55.7% | -37.5% |
| 3Y | -46.3% | +121.8% | -168.1% | -53.7% |
| 5Y | -69.2% | +41.1% | -110.3% | -72.3% |
| 10Y | +62.1% | +168.5% | -106.4% | +34.6% |
| All | -0.7% | +356.2% | -356.9% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling