+52.1%
KORU vs QBTS
+61.8%
-9.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QBTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.4% | +14.9% | +13.6% |
| 7D | +13.0% | -2.4% | +15.4% | +13.4% |
| 30D | +27.3% | -22.5% | +49.8% | +31.7% |
| 3M | -55.3% | -40.0% | -15.3% | -51.6% |
| 6M | +11.6% | -12.3% | +23.9% | +16.6% |
| YTD | +158.5% | -36.6% | +195.1% | +176.0% |
| 1Y | +482.2% | +8.4% | +473.7% | +493.7% |
| 3Y | +471.9% | +1,380.4% | -908.5% | +349.0% |
| 5Y | +41.1% | +69.7% | -28.6% | -0.5% |
| All | +52.1% | +61.8% | -9.7% | +16.7% |
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