+63.3%
QBTS vs KDP
+24.7%
+38.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | -2.4% | +1.3% | -3.7% | -2.4% |
| 30D | -22.5% | +6.0% | -28.5% | -22.6% |
| 3M | -40.0% | +9.2% | -49.2% | -40.2% |
| 6M | -12.3% | +14.7% | -27.0% | -12.7% |
| YTD | -36.6% | +19.2% | -55.8% | -37.2% |
| 1Y | +8.4% | +15.2% | -6.7% | +7.2% |
| 3Y | +1,380.4% | +6.0% | +1,374.4% | +1,358.1% |
| 5Y | +69.7% | +5.4% | +64.3% | +69.8% |
| All | +63.3% | +24.7% | +38.7% | +61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling