-25.0%
QXO vs KIM
+33.1%
-58.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +3.6% | +4.6% | +4.6% |
| 7D | +16.6% | +10.6% | +6.0% | +6.3% |
| 30D | +6.6% | +17.5% | -10.9% | -7.6% |
| 3M | -17.5% | +4.7% | -22.2% | -21.7% |
| 6M | -33.8% | +13.1% | -46.9% | -42.1% |
| YTD | -34.4% | +32.1% | -66.4% | -45.8% |
| 1Y | -25.0% | +32.7% | -57.6% | -38.2% |
| All | -25.0% | +33.1% | -58.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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