-46.2%
QXO vs KEYS
+154.3%
-200.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.0% | -3.8% | -1.8% |
| 7D | -7.8% | +3.5% | -11.3% | -9.4% |
| 30D | -18.1% | -4.5% | -13.6% | -16.5% |
| 3M | -25.8% | -0.4% | -25.3% | -26.5% |
| 6M | -41.7% | +19.1% | -60.8% | -47.0% |
| YTD | -36.2% | +66.7% | -102.8% | -51.7% |
| 1Y | -42.1% | +96.5% | -138.6% | -59.9% |
| 3Y | -46.2% | +155.2% | -201.3% | -64.1% |
| All | -46.2% | +154.3% | -200.5% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling