-38.9%
QXO vs KWEB
+21.1%
-60.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -7.8% | -5.6% | -2.2% | -6.8% |
| 30D | -18.1% | -10.7% | -7.4% | -16.3% |
| 3M | -25.8% | -7.4% | -18.3% | -24.8% |
| 6M | -41.7% | -19.3% | -22.4% | -39.4% |
| YTD | -36.2% | -27.8% | -8.4% | -32.3% |
| 1Y | -42.1% | -35.9% | -6.2% | -37.3% |
| 3Y | -46.2% | -1.9% | -44.2% | -46.3% |
| 5Y | -70.7% | -43.2% | -27.5% | -68.7% |
| 10Y | +36.5% | -21.2% | +57.7% | +42.5% |
| All | -38.9% | +21.1% | -60.0% | -2.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling