-46.2%
QXO vs KWEB
-2.3%
-43.9%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -7.8% | -5.6% | -2.2% | -7.1% |
| 30D | -18.1% | -10.7% | -7.4% | -16.9% |
| 3M | -25.8% | -7.4% | -18.3% | -25.0% |
| 6M | -41.7% | -19.3% | -22.4% | -40.2% |
| YTD | -36.2% | -27.8% | -8.4% | -34.0% |
| 1Y | -42.1% | -35.9% | -6.2% | -39.9% |
| 3Y | -46.2% | -1.9% | -44.2% | -49.1% |
| All | -46.2% | -2.3% | -43.9% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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