-46.2%
QXO vs KNX
+34.6%
-80.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | -7.8% | -5.6% | -2.2% | -5.6% |
| 30D | -18.1% | -4.4% | -13.7% | -16.7% |
| 3M | -25.8% | -17.3% | -8.4% | -20.2% |
| 6M | -41.7% | +22.6% | -64.3% | -46.0% |
| YTD | -36.2% | +31.1% | -67.3% | -42.0% |
| 1Y | -42.1% | +60.2% | -102.3% | -50.5% |
| 3Y | -46.2% | +35.8% | -81.9% | -48.2% |
| All | -46.2% | +34.6% | -80.7% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 3y: compounded portfolio wealth divided by compounded KNX 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…
3y analysis · Full analysis span regression · 6 months rolling