+34.5%
QXO vs KMX
+11.6%
+22.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | -0.1% |
| 7D | -7.8% | -3.1% | -4.7% | -7.2% |
| 30D | -18.1% | +4.4% | -22.5% | -18.9% |
| 3M | -25.8% | +18.9% | -44.7% | -28.5% |
| 6M | -41.7% | +44.3% | -86.0% | -46.3% |
| YTD | -36.2% | +58.7% | -94.9% | -42.3% |
| 1Y | -42.1% | +0.1% | -42.2% | -43.7% |
| 3Y | -46.2% | -24.4% | -21.7% | -46.6% |
| 5Y | -70.7% | -54.4% | -16.3% | -68.8% |
| All | +34.5% | +11.6% | +22.9% | +10.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling