+74.1%
QBTS vs KDP
+24.5%
+49.6%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +6.8% | +2.1% | +4.8% | +6.8% |
| 30D | -14.9% | +8.5% | -23.3% | -15.0% |
| 3M | -31.6% | +6.6% | -38.2% | -31.7% |
| 6M | -4.9% | +17.1% | -22.0% | -5.6% |
| YTD | -32.4% | +19.0% | -51.5% | -33.0% |
| 1Y | +14.6% | +21.8% | -7.2% | +12.9% |
| 3Y | +1,839.6% | +6.4% | +1,833.2% | +1,811.1% |
| 5Y | +81.2% | +5.1% | +76.1% | +81.3% |
| All | +74.1% | +24.5% | +49.6% | +72.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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