+1,329.3%
QBTS vs KEY
+122.6%
+1,206.7%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | -2.4% | +2.2% | -4.6% | -4.2% |
| 30D | -22.5% | -3.0% | -19.5% | -20.5% |
| 3M | -40.0% | +3.3% | -43.3% | -42.0% |
| 6M | -12.3% | +9.2% | -21.5% | -18.5% |
| YTD | -36.6% | +10.6% | -47.2% | -41.6% |
| 1Y | +8.4% | +20.4% | -12.0% | -6.0% |
| All | +1,329.3% | +122.6% | +1,206.7% | +548.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling