+8.5%
QBTS vs KDP
+14.9%
-6.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -29.7% |
| 3M | -45.0% | +21.5% | -66.4% | -44.9% |
| 6M | -55.2% | +30.1% | -85.3% | -55.4% |
| YTD | -59.2% | +34.9% | -94.1% | -59.5% |
| 1Y | -62.4% | +43.4% | -105.8% | -63.0% |
| 3Y | +1,264.0% | +29.1% | +1,234.9% | +1,258.5% |
| All | +8.5% | +14.9% | -6.4% | +9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling