+13.0%
QBTS vs KEY
+77.2%
-64.2%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +2.7% | +4.7% | +5.9% |
| 7D | +13.7% | -0.4% | +14.0% | +14.1% |
| 30D | -21.3% | +7.2% | -28.5% | -24.1% |
| 3M | -44.7% | -4.9% | -39.8% | -43.2% |
| 6M | -49.2% | +1.1% | -50.2% | -49.6% |
| YTD | -56.1% | +6.8% | -62.9% | -57.6% |
| 1Y | -61.1% | +23.3% | -84.4% | -65.0% |
| 3Y | +1,511.0% | +126.1% | +1,384.9% | +1,004.1% |
| 5Y | +16.6% | +15.2% | +1.4% | -18.4% |
| All | +13.0% | +77.2% | -64.2% | -19.5% |
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