-70.8%
QXO vs KIM
+35.9%
-106.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -7.8% | -1.7% | -6.1% | -7.0% |
| 30D | -18.1% | -3.0% | -15.1% | -17.0% |
| 3M | -25.8% | -8.9% | -16.9% | -22.7% |
| 6M | -41.7% | +2.4% | -44.1% | -42.2% |
| YTD | -36.2% | +18.3% | -54.5% | -40.7% |
| 1Y | -42.1% | +8.2% | -50.3% | -44.1% |
| 3Y | -46.2% | +44.0% | -90.2% | -57.0% |
| All | -70.8% | +35.9% | -106.7% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling