-8.6%
QXO vs KIM
+145.0%
-153.5%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.2% | -2.1% | -3.0% |
| 7D | -8.7% | -1.5% | -7.2% | -8.3% |
| 30D | -21.0% | -1.7% | -19.3% | -20.6% |
| 3M | -18.4% | -7.1% | -11.2% | -16.7% |
| 6M | -43.0% | +2.9% | -45.9% | -43.4% |
| YTD | -36.3% | +18.8% | -55.1% | -39.3% |
| 1Y | -42.8% | +9.4% | -52.2% | -44.2% |
| 3Y | -45.8% | +44.6% | -90.3% | -53.1% |
| 5Y | -70.8% | +37.9% | -108.7% | -74.7% |
| 10Y | +36.3% | +32.9% | +3.4% | +9.5% |
| All | -8.6% | +145.0% | -153.5% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling