+663.1%
KLAC vs QBTS
+61.8%
+601.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.4% | +8.7% | +7.4% |
| 7D | +5.7% | -2.4% | +8.1% | +5.9% |
| 30D | -3.6% | -22.5% | +18.9% | -2.2% |
| 3M | -12.8% | -40.0% | +27.2% | -10.3% |
| 6M | +26.1% | -12.3% | +38.4% | +25.9% |
| YTD | +53.3% | -36.6% | +89.9% | +55.4% |
| 1Y | +113.7% | +8.4% | +105.2% | +109.3% |
| 3Y | +274.9% | +1,380.4% | -1,105.5% | +208.0% |
| 5Y | +470.1% | +69.7% | +400.4% | +345.2% |
| All | +663.1% | +61.8% | +601.4% | +487.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling