+1,264.0%
QBTS vs KDP
+28.7%
+1,235.3%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.7% | +18.7% | +18.0% |
| 7D | +0.3% | +2.2% | -1.9% | +0.3% |
| 30D | -29.8% | +19.9% | -49.8% | -30.2% |
| 3M | -45.0% | +21.5% | -66.4% | -45.4% |
| 6M | -55.2% | +30.1% | -85.3% | -56.1% |
| YTD | -59.2% | +34.9% | -94.1% | -60.4% |
| 1Y | -62.4% | +43.4% | -105.8% | -64.3% |
| 3Y | +1,264.0% | +29.1% | +1,234.9% | +949.2% |
| All | +1,264.0% | +28.7% | +1,235.3% | +949.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling