+65.5%
QBTS vs KEEL
+583.9%
-518.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -2.9% | 0.0% |
| 7D | +1.3% | +2.9% | -1.6% | +0.7% |
| 30D | -19.0% | +0.8% | -19.8% | -19.5% |
| 3M | -29.5% | -35.3% | +5.9% | -23.8% |
| 6M | -11.2% | +59.4% | -70.5% | -19.3% |
| YTD | -35.8% | +51.9% | -87.7% | -41.0% |
| 1Y | +1.7% | +75.0% | -73.3% | -7.7% |
| 3Y | +1,470.1% | +224.5% | +1,245.5% | +1,220.1% |
| 5Y | +72.3% | -35.9% | +108.2% | +44.3% |
| All | +65.5% | +583.9% | -518.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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