+34.5%
QXO vs KGC
+698.0%
-663.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -7.8% | -5.6% | -2.2% | -6.8% |
| 30D | -18.1% | +6.1% | -24.2% | -19.1% |
| 3M | -25.8% | +17.3% | -43.1% | -28.2% |
| 6M | -41.7% | -10.3% | -31.4% | -40.8% |
| YTD | -36.2% | +3.9% | -40.0% | -36.8% |
| 1Y | -42.1% | +25.7% | -67.8% | -44.7% |
| 3Y | -46.2% | +526.0% | -572.1% | -61.9% |
| 5Y | -70.7% | +455.5% | -526.2% | -79.4% |
| All | +34.5% | +698.0% | -663.5% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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