+5.2%
QBTS vs KEY
+72.6%
-67.4%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.0% | -0.5% | +18.5% | +18.3% |
| 7D | +0.3% | -1.3% | +1.6% | +1.0% |
| 30D | -29.8% | +5.1% | -35.0% | -31.7% |
| 3M | -45.0% | -7.1% | -37.9% | -42.8% |
| 6M | -55.2% | -4.4% | -50.8% | -54.2% |
| YTD | -59.2% | +4.0% | -63.2% | -59.9% |
| 1Y | -62.4% | +23.4% | -85.8% | -66.1% |
| 3Y | +1,264.0% | +113.9% | +1,150.1% | +860.3% |
| 5Y | +8.8% | +12.3% | -3.6% | -22.9% |
| All | +5.2% | +72.6% | -67.4% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling