+13.0%
QBTS vs KDP
+42.3%
-29.3%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.8% | +6.6% | +7.4% |
| 7D | +13.7% | +0.3% | +13.4% | +13.7% |
| 30D | -21.3% | +16.3% | -37.6% | -21.1% |
| 3M | -44.7% | +24.0% | -68.7% | -44.7% |
| 6M | -49.2% | +30.0% | -79.2% | -49.4% |
| YTD | -56.1% | +36.1% | -92.2% | -56.5% |
| 1Y | -61.1% | +46.8% | -107.9% | -61.8% |
| 3Y | +1,511.0% | +30.5% | +1,480.5% | +1,506.2% |
| 5Y | +16.6% | +17.9% | -1.3% | +16.9% |
| All | +13.0% | +42.3% | -29.3% | +12.0% |
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