+34.5%
QXO vs KEYS
+1,049.9%
-1,015.4%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.2% |
| 7D | -7.8% | +3.5% | -11.3% | -8.9% |
| 30D | -18.1% | -4.5% | -13.6% | -16.9% |
| 3M | -25.8% | -0.4% | -25.3% | -26.2% |
| 6M | -41.7% | +19.1% | -60.8% | -45.3% |
| YTD | -36.2% | +66.7% | -102.8% | -47.1% |
| 1Y | -42.1% | +96.5% | -138.6% | -54.6% |
| 3Y | -46.2% | +155.2% | -201.3% | -60.9% |
| 5Y | -70.7% | +88.0% | -158.7% | -77.3% |
| All | +34.5% | +1,049.9% | -1,015.4% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling