+49.5%
KORU vs QBTS
+63.9%
-14.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.1% | +8.9% |
| 7D | -1.7% | +1.3% | -3.0% | -1.8% |
| 30D | +13.5% | -19.0% | +32.5% | +16.8% |
| 3M | -45.2% | -29.5% | -15.7% | -42.2% |
| 6M | +17.1% | -11.2% | +28.3% | +22.2% |
| YTD | +154.1% | -35.8% | +189.9% | +171.0% |
| 1Y | +375.7% | +1.7% | +374.0% | +386.7% |
| 3Y | +474.0% | +1,470.1% | -996.1% | +349.6% |
| 5Y | +60.4% | +72.3% | -11.9% | +12.8% |
| All | +49.5% | +63.9% | -14.4% | +14.6% |
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