-1.4%
QXO vs KMB
+136.6%
-138.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | +2.9% | -2.7% | +5.6% | +3.5% |
| 30D | -18.0% | -5.0% | -13.0% | -17.0% |
| 3M | -14.7% | +6.6% | -21.3% | -15.7% |
| 6M | -39.2% | +1.0% | -40.2% | -39.3% |
| YTD | -31.3% | +6.0% | -37.3% | -32.0% |
| 1Y | -39.7% | -16.6% | -23.0% | -37.8% |
| 3Y | -41.5% | -8.6% | -32.9% | -39.2% |
| 5Y | -67.0% | -10.9% | -56.1% | -65.6% |
| 10Y | +44.7% | +16.8% | +27.9% | +55.3% |
| All | -1.4% | +136.6% | -138.0% | +134.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling