-70.8%
QXO vs KMB
-13.1%
-57.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -7.8% | -6.5% | -1.3% | -5.4% |
| 30D | -18.1% | -8.8% | -9.3% | -15.2% |
| 3M | -25.8% | -2.2% | -23.6% | -24.9% |
| 6M | -41.7% | +0.7% | -42.4% | -41.6% |
| YTD | -36.2% | +1.0% | -37.2% | -36.1% |
| 1Y | -42.1% | -20.3% | -21.8% | -38.1% |
| 3Y | -46.2% | -13.3% | -32.9% | -40.9% |
| All | -70.8% | -13.1% | -57.7% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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