-41.4%
QXO vs KGC
-3.5%
-37.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.3% | -4.2% |
| 7D | -3.9% | -0.1% | -3.8% | -3.9% |
| 30D | -17.4% | +10.5% | -27.8% | -22.4% |
| 3M | -22.5% | +19.8% | -42.3% | -31.2% |
| 6M | -41.4% | -6.7% | -34.7% | -39.8% |
| All | -41.4% | -3.5% | -37.9% | -39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling