-35.3%
QXO vs KMX
+5.0%
-40.3%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.9% | -1.2% |
| 7D | -1.3% | +1.9% | -3.2% | -1.9% |
| 30D | -16.0% | +11.7% | -27.7% | -19.3% |
| 3M | -17.7% | +34.9% | -52.6% | -25.8% |
| 6M | -42.6% | +50.3% | -92.9% | -50.8% |
| YTD | -30.8% | +63.8% | -94.6% | -41.7% |
| 1Y | -35.3% | +3.8% | -39.2% | -44.4% |
| All | -35.3% | +5.0% | -40.3% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 1y: compounded portfolio wealth divided by compounded KMX 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…
1y analysis · Full analysis span regression · 6 months rolling