+1,216.8%
QBTS vs KDP
+28.1%
+1,188.7%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.6% | -5.4% | -2.9% |
| 7D | -10.5% | -0.8% | -9.7% | -10.3% |
| 30D | -20.5% | +9.7% | -30.3% | -20.5% |
| 3M | -54.3% | +17.6% | -71.9% | -54.4% |
| 6M | -55.4% | +25.8% | -81.2% | -56.0% |
| YTD | -63.4% | +33.9% | -97.3% | -64.4% |
| 1Y | -59.1% | +38.9% | -98.0% | -60.6% |
| 3Y | +1,216.8% | +26.8% | +1,190.0% | +1,027.9% |
| All | +1,216.8% | +28.1% | +1,188.7% | +1,027.9% |
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