-35.3%
QXO vs KEYS
+98.0%
-133.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.5% |
| 7D | -1.3% | +2.3% | -3.5% | -2.3% |
| 30D | -16.0% | -2.6% | -13.4% | -15.3% |
| 3M | -17.7% | -4.6% | -13.1% | -16.8% |
| 6M | -42.6% | +8.7% | -51.3% | -45.8% |
| YTD | -30.8% | +61.0% | -91.8% | -47.1% |
| 1Y | -35.3% | +96.0% | -131.3% | -57.4% |
| All | -35.3% | +98.0% | -133.3% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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