+34.5%
QXO vs KMI
+136.8%
-102.3%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -7.8% | -1.7% | -6.1% | -7.4% |
| 30D | -18.1% | -2.7% | -15.4% | -17.7% |
| 3M | -25.8% | -0.7% | -25.1% | -25.9% |
| 6M | -41.7% | -5.0% | -36.7% | -41.4% |
| YTD | -36.2% | +15.5% | -51.7% | -38.9% |
| 1Y | -42.1% | +16.4% | -58.5% | -44.7% |
| 3Y | -46.2% | +114.2% | -160.3% | -58.1% |
| 5Y | -70.7% | +153.3% | -224.0% | -78.5% |
| All | +34.5% | +136.8% | -102.3% | -19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 10y: compounded portfolio wealth divided by compounded KMI 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…
10y analysis · Full analysis span regression · 6 months rolling