+642.7%
KLAC vs QBTS
+63.9%
+578.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.1% | +1.9% |
| 7D | -2.7% | +1.3% | -4.0% | -2.8% |
| 30D | -13.2% | -19.0% | +5.8% | -12.1% |
| 3M | -25.0% | -29.5% | +4.5% | -23.6% |
| 6M | +23.6% | -11.2% | +34.8% | +23.4% |
| YTD | +49.2% | -35.8% | +85.0% | +51.1% |
| 1Y | +89.3% | +1.7% | +87.6% | +86.0% |
| 3Y | +274.4% | +1,470.1% | -1,195.7% | +207.1% |
| 5Y | +440.9% | +72.3% | +368.6% | +321.8% |
| All | +642.7% | +63.9% | +578.8% | +470.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QBTS.
Daily Out/Under-Performance
Portfolio return minus QBTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QBTS 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 QBTS 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